Report by ticker and direction (all)

		Total Pnl	Avg Pnl	Sharpe	Win %	Count Entries
ticker	direction
@AD#	Long	$386,960	$1.5	0.4	39.3%	2,154
	Short	$234,600	$1.3	0.3	39.1%	1,458
@BO#	Long	$-736,320	$-3.6	-1.6	38.5%	1,223
	Short	$-86,412	$-0.9	-0.3	44.1%	911
@BP#	Long	$-520,687	$-1.1	-0.4	41.5%	2,064
	Short	$563,169	$2.6	0.8	45.3%	1,548
@C#	Long	$-590,600	$-3.1	-1.6	33.2%	1,269
	Short	$-75,262	$-0.3	-0.3	37.0%	851
@CC#	Long	$-2,103,080	$-5.9	-1.3	41.5%	2,064
	Short	$-299,200	$-1.6	-0.4	45.7%	1,548
@CD#	Long	$-364,625	$-0.8	-0.3	43.2%	2,064
	Short	$-45,835	$-0.2	-0.0	44.5%	1,548
@CT#	Long	$-1,066,640	$-7.5	-1.2	44.8%	1,338
	Short	$-231,160	$5.7	1.0	49.9%	1,006
@DX#	Long	$902,765	$3.2	1.3	49.4%	2,080
	Short	$450,390	$3.0	1.2	45.8%	1,532
@ES#	Long	$1,002,825	$1.8	0.1	51.4%	2,064
	Short	$916,825	$5.3	0.3	48.9%	1,548
@EU#	Long	$617,456	$2.1	0.6	43.6%	2,064
	Short	$544,956	$2.3	0.6	47.9%	1,548
@GF#	Long	$925,100	$-12.2	0.0	45.5%	1,237
	Short	$-2,840,313	$-12.9	-2.3	41.1%	920
@HE#	Long	$-891,550	$-4.3	-0.9	44.2%	1,200
	Short	$-352,040	$-2.4	-0.5	46.0%	900
@JY#	Long	$544,606	$2.0	0.6	44.3%	2,064
	Short	$-129,350	$-0.1	-0.1	43.6%	1,548
@KC#	Long	$-297,113	$-0.8	-0.0	44.0%	2,064
	Short	$-1,766,906	$-7.5	-0.8	44.5%	1,548
@KW#	Long	$-237,800	$-0.9	-0.1	43.2%	1,200
	Short	$-417,912	$-3.1	-0.7	44.4%	900
@LE#	Long	$2,094,050	$8.3	1.3	50.4%	1,200
	Short	$-2,451,600	$-17.0	-2.9	36.7%	900
@MFS#	Long	$2,517,215	$7.6	1.0	54.3%	2,064
	Short	$-47,740	$0.9	0.1	48.2%	1,548
@MME#	Long	$-185,840	$-0.7	-0.1	48.5%	2,064
	Short	$-327,390	$-0.5	-0.2	45.5%	1,548
@NQ#	Long	$7,182,145	$16.8	0.6	54.1%	2,064
	Short	$-4,708,435	$-17.7	-0.7	47.2%	1,548
@PX#	Long	$-42,220	$0.1	-0.0	41.5%	2,109
	Short	$-60,190	$-0.2	-0.1	42.8%	1,503
@RTY#	Long	$-186,790	$-5.6	-0.3	50.9%	2,064
	Short	$-458,210	$-0.0	-0.0	47.7%	1,548
@S#	Long	$-1,975,712	$1.1	-2.2	40.3%	1,326
	Short	$442,675	$-2.0	-0.7	43.8%	978
@SB#	Long	$-634,133	$-2.4	-0.9	41.8%	1,386
	Short	$-958,373	$-6.2	-2.2	38.2%	966
@SF#	Long	$362,325	$1.8	0.4	40.7%	2,174
	Short	$-13,875	$0.2	-0.0	41.8%	1,438
@SM#	Long	$-1,390,800	$-3.2	-1.9	41.6%	1,260
	Short	$571,650	$29.0	0.9	51.8%	993
@UB#	Long	$-3,057,969	$-10.2	-0.6	42.1%	2,130
	Short	$-904,594	$-2.6	-0.3	40.2%	1,482
@US#	Long	$-3,917,781	$-10.9	-1.6	32.2%	2,309
	Short	$-877,094	$-4.0	-1.0	31.9%	1,303
@W#	Long	$-601,775	$0.4	-0.6	45.4%	1,296
	Short	$-584,050	$-7.9	-1.2	40.0%	945
@YM#	Long	$4,260,475	$10.5	0.7	53.2%	2,064
	Short	$1,131,925	$5.5	0.4	48.4%	1,548
CRD#	Long	$-1,539,940	$-5.7	-0.6	48.1%	2,064
	Short	$-1,942,760	$-10.0	-0.9	44.4%	1,548
EB#	Long	$-2,962,980	$-8.1	-0.8	47.8%	2,064
	Short	$-1,356,680	$-6.8	-0.5	47.6%	1,548
GAS#	Long	$-1,350,750	$-2.5	-0.4	42.7%	2,064
	Short	$-4,225,800	$-18.2	-2.0	39.4%	1,548
IHO#	Long	$-1,806,160	$-8.9	-0.8	46.5%	2,064
	Short	$-745,315	$-7.4	-0.6	45.5%	1,548
IRB#	Long	$-1,012,935	$-6.0	-0.5	48.2%	2,064
	Short	$1,080,769	$10.9	0.5	50.6%	1,548
QBZ#	Long	$-2,994,950	$-10.0	-0.9	47.6%	2,064
	Short	$-1,039,820	$-6.1	-0.5	47.6%	1,548
QCL#	Long	$-912,290	$-3.5	-0.4	48.5%	2,064
	Short	$-1,484,870	$-6.1	-0.6	44.9%	1,548
QGC#	Long	$-2,567,800	$-7.1	-0.8	45.1%	2,064
	Short	$113,330	$1.5	0.1	45.4%	1,548
QHG#	Long	$-2,695,725	$-6.7	-1.1	42.7%	2,064
	Short	$-1,762,062	$-6.8	-1.4	40.2%	1,548
QHO#	Long	$-3,720,209	$-10.3	-1.0	46.9%	2,064
	Short	$-3,219,397	$-14.1	-1.2	44.4%	1,548
QNG#	Long	$-3,736,150	$-10.8	-1.5	43.6%	2,064
	Short	$-1,257,440	$-5.2	-0.8	44.9%	1,548
QPA#	Long	$-5,220,665	$-35.2	-2.7	37.8%	2,064
	Short	$-2,828,300	$-27.0	-2.4	41.2%	1,548
QPL#	Long	$-1,206,340	$-3.0	-0.3	46.1%	2,064
	Short	$-4,144,130	$-18.5	-1.4	43.7%	1,548
QRB#	Long	$-2,840,250	$-7.6	-0.7	47.9%	2,064
	Short	$-1,168,310	$-6.1	-0.6	46.5%	1,548
QSI#	Long	$-3,153,425	$-9.1	-0.7	42.9%	2,076
	Short	$-1,801,825	$-8.2	-0.6	41.3%	1,536

Report by ticker and direction (Win % > 55 and Sharpe>2)

		Total Pnl	Avg Pnl	Sharpe	Win %	Count Entries
ticker	direction
@AD#	Long	$3,195	$10.7	3.4	55.5%	4
	Short	$805	$10.6	2.9	55.3%	1
@BO#	Short	$2,652	$6.6	3.1	57.8%	5
@BP#	Long	$2,025	$8.4	4.0	56.6%	3
	Short	$25,350	$11.9	2.9	57.8%	26
@C#	Long	$888	$10.8	4.9	56.1%	1
	Short	$788	$9.6	4.1	58.5%	1
@CC#	Long	$950	$11.4	5.8	55.4%	1
	Short	$14,950	$13.3	2.9	56.3%	12
@CD#	Long	$3,295	$6.7	3.1	56.4%	6
	Short	$395	$4.8	3.2	57.3%	1
@CT#	Long	$8,840	$16.6	4.0	60.7%	10
	Short	$48,800	$62.8	12.9	77.2%	96
@DX#	Long	$239,530	$8.1	2.9	58.7%	292
	Short	$32,985	$8.8	3.3	56.9%	48
@ES#	Long	$299,262	$41.9	2.7	59.2%	57
	Short	$509,262	$57.8	3.2	59.3%	90
@EU#	Long	$5,500	$13.4	3.6	58.0%	5
	Short	$72,756	$10.3	2.7	57.9%	56
@GF#	Long	$432,800	$30.8	2.7	57.3%	67
@HE#	Long	$13,910	$15.0	2.9	56.9%	12
	Short	$2,480	$16.0	2.3	56.8%	2
@JY#	Long	$52,919	$13.9	3.6	58.1%	45
	Short	$13,581	$12.9	2.8	57.3%	13
@KC#	Long	$13,744	$19.3	3.3	57.7%	8
	Short	$9,019	$22.1	3.1	57.5%	5
@KW#	Long	$5,162	$15.7	4.0	58.5%	4
@LE#	Long	$1,868,110	$22.8	3.4	60.0%	348
@MFS#	Long	$1,368,675	$23.8	3.0	60.4%	411
	Short	$139,215	$28.5	3.3	58.4%	72
@MME#	Long	$159,030	$14.6	3.0	57.5%	88
	Short	$37,550	$13.1	3.0	56.8%	34
@NQ#	Long	$2,342,855	$63.9	2.7	59.9%	214
	Short	$247,260	$64.0	3.0	58.4%	40
@PX#	Long	$1,000	$7.2	3.8	56.5%	2
	Short	$590	$4.0	2.7	58.9%	2
@RTY#	Long	$341,270	$41.7	2.7	57.4%	41
	Short	$261,950	$47.2	2.9	58.6%	56
@S#	Long	$30,250	$31.9	5.5	65.7%	9
	Short	$145,825	$13.4	2.8	57.5%	74
@SB#	Long	$3,282	$15.7	4.0	66.3%	16
	Short	$2,531	$26.2	6.0	68.2%	18
@SF#	Long	$14,650	$15.9	3.5	57.1%	14
	Short	$4,675	$15.3	3.4	58.3%	5
@SM#	Long	$10,740	$11.6	2.3	55.7%	3
	Short	$37,740	$11.2	2.7	56.6%	28
@UB#	Long	$6,156	$39.7	2.4	57.4%	2
@W#	Long	$125	$62.5	56.1	100.0%	1
@YM#	Long	$2,026,520	$35.0	2.6	58.0%	321
	Short	$318,275	$38.4	2.7	58.7%	74
CRD#	Long	$296,800	$25.4	2.6	59.7%	75
	Short	$1,600	$21.9	2.9	56.2%	1
EB#	Long	$28,680	$23.2	2.3	57.1%	7
	Short	$60,750	$36.5	3.2	57.7%	20
GAS#	Long	$41,425	$35.5	3.7	56.3%	11
	Short	$6,250	$18.8	3.0	56.3%	4
IHO#	Long	$237,258	$37.0	2.9	58.6%	87
	Short	$175,522	$42.6	3.2	58.2%	70
IRB#	Long	$556,681	$41.3	3.4	59.3%	184
	Short	$936,852	$63.2	3.6	60.8%	244
QBZ#	Long	$33,070	$22.6	2.8	57.9%	13
	Short	$55,570	$31.6	2.8	56.8%	18
QCL#	Long	$348,070	$20.2	2.6	58.8%	81
	Short	$26,650	$46.3	4.0	57.0%	7
QGC#	Long	$5,670	$34.6	2.7	65.2%	2
	Short	$91,090	$36.4	3.3	57.6%	26
QHG#	Short	$1,937	$23.3	2.6	55.4%	1
QHO#	Long	$269,447	$29.9	2.4	57.9%	53
QNG#	Long	$3,820	$15.9	3.4	57.1%	3
	Short	$4,330	$18.0	2.9	58.8%	3
QPA#	Long	$212,875	$59.8	3.8	57.9%	37
	Short	$30,202	$38.1	3.3	61.0%	18
QPL#	Long	$43,880	$42.1	3.4	59.3%	10
QRB#	Long	$653,318	$32.3	2.7	58.0%	125
	Short	$88,154	$42.9	2.9	57.6%	25
QSI#	Long	$2,625	$31.6	2.1	55.4%	1
	Short	$24,025	$42.1	3.0	57.5%	7

Report by time and threshold (Win % > 55 and Sharpe>2)

@AD#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-7	-6	9	0.0146%	$16.8	4.5	56.3%	71
-9	-2	3	0.0398%	$8.8	3.3	55.3%	76
-7	-6	5	0.0146%	$10.1	3.1	55.3%	76
-9	-3	10	-0.0316%	$10.6	2.9	55.3%	76
-7	-2	4	0.0302%	$7.2	2.8	55.1%	78

@BO#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-2	-1	-0.1983%	$5.8	3.5	58.0%	81
-6	-2	-1	-0.1463%	$5.4	3.3	56.1%	82
-4	-2	-1	-0.1214%	$4.7	3.3	58.0%	81
-4	-3	0	-0.0775%	$9.3	3.2	59.3%	81
-6	-5	3	-0.0687%	$7.5	2.1	57.5%	80

@BP#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-8	-2	0.0143%	$14.0	5.6	55.6%	81
-9	-2	6	-0.0363%	$13.6	4.6	56.8%	81
-9	-8	-5	0.0143%	$7.5	4.3	56.2%	80
-6	-5	8	-0.0147%	$15.8	3.8	60.8%	79
-6	-5	10	-0.0147%	$16.6	3.7	59.5%	79
-6	-5	9	-0.0147%	$15.7	3.6	59.5%	79
-9	-5	6	-0.0243%	$15.7	3.5	55.6%	81
-6	-5	7	-0.0147%	$13.7	3.4	58.0%	81
-9	-5	10	-0.0243%	$14.4	3.3	55.6%	81
-6	-5	4	-0.0147%	$13.5	3.3	61.3%	80
-6	-5	6	-0.0147%	$13.2	3.0	59.3%	81
-9	-5	4	-0.0243%	$12.8	3.0	56.1%	82
-7	-5	4	-0.0157%	$12.7	2.9	58.8%	80
-6	-5	5	-0.0147%	$12.3	2.9	62.5%	80
-6	-5	1	-0.0147%	$9.0	2.8	55.6%	81
-9	-5	5	-0.0243%	$12.4	2.8	56.8%	81
-6	-5	0	-0.0147%	$8.6	2.7	60.5%	81
-7	-5	8	-0.0157%	$12.0	2.7	62.0%	79
-6	-5	3	-0.0147%	$10.3	2.6	56.8%	81
-7	-4	8	-0.0232%	$10.0	2.5	56.8%	81
-7	-4	10	-0.0232%	$10.1	2.3	56.2%	80
-6	-3	-1	0.0243%	$3.6	2.2	58.0%	81
-8	-5	10	-0.0226%	$10.1	2.2	55.6%	81
-7	-6	4	-0.0146%	$9.8	2.2	57.5%	80
-7	-5	8	-0.0080%	$7.6	2.2	56.1%	155
-7	-5	6	-0.0157%	$10.0	2.2	56.8%	81
-7	-5	9	-0.0157%	$9.8	2.2	57.5%	80
-7	-5	5	-0.0157%	$9.7	2.1	55.6%	81
-7	-5	3	-0.0157%	$8.9	2.1	55.6%	81

@C#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-3	0	0.1568%	$10.8	4.9	56.1%	82
-10	-8	-2	-0.0894%	$9.6	4.1	58.5%	82

@CC#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-4	-3	-2	0.1396%	$11.4	5.8	55.4%	83
-10	-9	5	-0.1210%	$20.1	4.3	57.3%	82
-10	-9	4	-0.1210%	$19.3	4.0	56.8%	81
-10	-9	6	-0.1210%	$18.3	3.8	56.8%	81
-10	-9	10	-0.1210%	$18.3	3.4	55.1%	78
-10	-9	9	-0.1210%	$18.1	3.4	55.1%	78
-5	-2	6	-0.2534%	$10.0	2.8	60.0%	80
-10	-8	-1	-0.0938%	$10.9	2.5	55.5%	164
-5	-2	8	-0.2534%	$10.1	2.4	55.6%	81
-10	-8	-1	-0.1689%	$9.4	2.2	56.1%	82
-5	-2	7	-0.2534%	$8.8	2.2	55.6%	81
-4	-3	2	-0.0842%	$7.7	2.1	55.5%	164
-4	-3	6	-0.0842%	$8.0	2.1	56.1%	157

@CD#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-7	-3	-1	0.0262%	$5.9	4.0	56.1%	82
-7	-5	-1	0.0193%	$7.6	3.5	55.6%	81
-5	-4	-1	0.0133%	$6.5	3.2	56.1%	82
-5	-2	0	-0.0202%	$4.8	3.2	57.3%	82
-9	-3	-1	0.0329%	$4.1	2.8	57.3%	82
-6	-4	10	0.0199%	$8.3	2.4	56.2%	80
-6	-4	8	0.0199%	$8.1	2.4	57.3%	82

@CT#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-6	5	-0.1399%	$73.3	92.5	100.0%	3
-8	-7	5	-0.0722%	$97.5	62.5	100.0%	2
-8	-5	5	-0.1409%	$67.5	60.6	100.0%	2
-9	-7	5	-0.0620%	$85.0	30.8	100.0%	4
-10	-6	5	-0.0906%	$53.0	28.3	100.0%	5
-6	-4	5	-0.0751%	$182.5	26.4	100.0%	2
-5	-4	5	-0.0937%	$182.5	26.4	100.0%	2
-5	-4	5	-0.0525%	$182.5	26.4	100.0%	2
-7	-5	5	-0.1124%	$55.0	24.7	100.0%	2
-7	-6	5	-0.0751%	$50.0	22.2	100.0%	4
-8	-5	5	-0.0825%	$42.5	20.9	100.0%	4
-6	-3	5	-0.1448%	$177.5	20.4	100.0%	2
-9	-5	5	-0.0983%	$46.7	19.4	100.0%	3
-3	-2	5	-0.1103%	$115.0	18.4	100.0%	2
-9	-7	5	-0.0340%	$65.0	17.6	80.0%	5
-8	-5	5	-0.0501%	$50.8	17.6	100.0%	6
-7	-2	5	-0.2044%	$142.5	17.3	100.0%	2
-6	-2	5	-0.1935%	$142.5	17.3	100.0%	2
-7	-5	5	-0.0657%	$34.0	15.8	80.0%	5
-8	-4	5	-0.1052%	$150.0	15.3	100.0%	2
-9	-4	5	-0.1163%	$150.0	15.3	100.0%	2
-9	-4	5	-0.1902%	$150.0	15.3	100.0%	2
-8	-4	5	-0.1623%	$150.0	15.3	100.0%	2
-10	-4	5	-0.2000%	$150.0	15.3	100.0%	2
-5	-3	5	-0.1334%	$123.3	14.5	100.0%	3
-8	-3	5	-0.1123%	$97.0	14.2	80.0%	5
-9	-3	5	-0.1325%	$97.0	14.2	80.0%	5
-8	-7	5	-0.0256%	$51.3	14.1	75.0%	4
-8	-7	5	-0.0450%	$51.3	14.1	75.0%	4
-5	-2	5	-0.1118%	$79.0	13.9	80.0%	5
-8	-3	5	-0.0719%	$86.7	13.7	83.3%	6
-7	-4	5	-0.0850%	$100.0	13.7	75.0%	4
-8	-6	5	-0.0593%	$38.3	13.6	83.3%	6
-9	-6	5	-0.0776%	$38.3	13.6	83.3%	6
-8	-6	5	-0.1054%	$46.2	13.3	75.0%	4
-7	-6	5	-0.0422%	$37.5	13.2	83.3%	6
-8	-6	5	-0.0372%	$34.3	12.9	85.7%	7
-9	-4	5	-0.0671%	$85.0	12.8	80.0%	5
-8	-2	5	-0.1332%	$76.0	12.6	80.0%	5
-9	-2	5	-0.1595%	$76.0	12.6	80.0%	5
-8	-4	5	-0.0603%	$76.7	12.6	83.3%	6
-3	-2	5	-0.0640%	$81.7	12.4	66.7%	6
-8	-2	5	-0.0794%	$68.3	12.4	83.3%	6
-5	-3	5	-0.0751%	$88.0	12.2	80.0%	5
-5	-2	5	-0.1816%	$95.0	12.2	66.7%	3
-9	-8	5	-0.0403%	$65.0	12.2	100.0%	2
-4	-2	5	-0.0956%	$25.8	12.1	66.7%	6
-10	-2	5	-0.1596%	$82.5	12.0	75.0%	4
-5	-4	5	-0.0302%	$73.3	11.7	83.3%	6
-7	-4	5	-0.0499%	$73.3	11.7	66.7%	6
-3	-2	5	-0.0380%	$60.5	11.5	70.0%	10
-7	-3	5	-0.1002%	$92.5	11.4	75.0%	4
-9	-5	5	-0.0591%	$97.1	11.3	85.7%	7
-4	-2	5	-0.0516%	$55.7	10.4	71.4%	7
-10	-2	5	-0.0910%	$56.4	10.4	71.4%	7
-9	-2	5	-0.0911%	$60.8	10.3	66.7%	6
-7	-3	5	-0.0627%	$66.7	9.9	83.3%	6
-3	-2	5	0.0128%	$35.8	9.7	66.7%	6
-6	-4	5	-0.0462%	$74.0	9.7	80.0%	5
-5	-2	5	-0.0636%	$51.4	9.3	57.1%	7
-7	-2	5	-0.0741%	$48.1	9.3	62.5%	8
-7	-5	5	-0.0454%	$80.7	9.2	85.7%	7
-7	-5	5	0.0649%	$36.7	8.6	66.7%	3
-9	-3	5	-0.0815%	$65.8	8.5	66.7%	6
-6	-2	5	-0.0677%	$45.7	8.2	57.1%	7
-4	-3	5	-0.0886%	$28.3	8.0	66.7%	3
-7	-6	5	-0.0277%	$22.8	8.0	77.8%	9
-10	-3	5	-0.0758%	$58.3	7.5	66.7%	6
-10	-7	5	-0.0734%	$38.8	7.5	75.0%	4
-10	-4	5	-0.1201%	$62.5	7.1	75.0%	4
-6	-5	5	-0.0273%	$74.0	6.5	60.0%	5
-6	-3	5	-0.0553%	$52.0	5.9	60.0%	5
-6	-3	5	-0.0960%	$52.0	5.9	60.0%	5
-4	-3	5	-0.0507%	$18.3	4.3	66.7%	6
-9	-7	-5	-0.1121%	$12.8	4.3	56.8%	81
-9	-8	5	-0.0244%	$41.1	4.2	55.6%	9
-10	-5	5	-0.1051%	$17.5	4.2	75.0%	4
-9	-4	5	0.1146%	$18.3	3.4	66.7%	3
-8	-4	5	0.0975%	$18.3	3.4	66.7%	3
-10	-7	5	-0.0409%	$22.5	3.4	66.7%	6
-10	-9	-6	0.0743%	$13.3	3.4	61.7%	81
-9	-8	-2	-0.0403%	$15.7	3.4	56.8%	162
-9	-8	-1	-0.0403%	$18.6	3.3	57.4%	162
-9	-8	-2	-0.0820%	$15.8	3.2	60.5%	81
-10	-8	5	-0.0603%	$20.0	3.2	66.7%	3
-9	-8	-3	-0.0820%	$15.1	3.2	60.5%	81
-9	-8	-3	-0.0403%	$13.7	3.2	55.6%	162
-8	-4	-2	-0.1623%	$10.6	2.9	56.8%	81
-9	-8	-4	-0.0403%	$11.0	2.8	57.1%	161
-10	-8	-5	-0.1075%	$10.6	2.8	55.6%	81
-4	-3	-2	-0.0507%	$7.2	2.7	58.3%	163
-9	-6	5	-0.0421%	$12.5	2.7	75.0%	8
-10	-8	-4	-0.1075%	$11.0	2.7	56.8%	81
-9	-6	-5	-0.1399%	$6.8	2.7	59.3%	81
-9	-7	-3	-0.0340%	$9.2	2.6	55.1%	243
-10	-8	-2	-0.1075%	$13.6	2.6	56.8%	81
-9	-8	-5	-0.0403%	$8.6	2.5	59.9%	162
-10	-9	-5	0.0743%	$10.4	2.5	56.8%	81
-9	-8	-4	0.0237%	$8.8	2.5	55.1%	243
-9	-8	-3	0.0416%	$10.0	2.4	55.6%	162
-9	-8	-5	-0.0820%	$9.7	2.4	61.7%	81
-9	-8	-4	-0.0820%	$10.1	2.4	58.8%	80
-9	-8	-3	0.0237%	$9.7	2.4	55.1%	243
-5	-3	-2	-0.1334%	$6.6	2.2	59.8%	82
-10	-7	-6	0.1211%	$4.6	2.0	55.6%	81
-5	-3	-2	-0.0751%	$5.3	2.0	57.7%	163

@DX#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-6	-5	7	0.0100%	$18.0	6.4	63.5%	63
-4	-2	6	0.0154%	$13.2	5.7	56.8%	74
-6	-2	4	0.0206%	$11.1	5.6	60.3%	63
-10	-3	-2	-0.0257%	$5.7	5.2	58.1%	74
-6	-5	1	0.0100%	$12.4	5.1	62.3%	69
-8	-3	0	-0.0206%	$8.3	5.0	58.1%	74
-5	-2	6	0.0162%	$9.6	4.9	56.9%	72
-10	-3	7	0.0264%	$13.0	4.9	63.6%	66
-6	-5	8	0.0100%	$14.2	4.9	58.6%	58
-5	-3	-1	-0.0156%	$6.9	4.8	59.0%	78
-6	-5	10	0.0100%	$14.9	4.8	65.7%	67
-7	-4	-2	-0.0155%	$7.5	4.8	56.3%	71
-6	-5	0	0.0100%	$10.1	4.8	61.4%	70
-6	-3	-1	-0.0161%	$6.4	4.7	58.9%	73
-10	-4	7	0.0221%	$13.5	4.7	62.5%	64
-6	-2	3	0.0206%	$8.5	4.6	56.3%	71
-8	-3	-2	-0.0206%	$5.2	4.6	58.1%	74
-10	-3	4	0.0264%	$13.4	4.6	65.6%	64
-6	-5	9	0.0100%	$13.1	4.6	59.7%	67
-6	-2	6	0.0206%	$9.4	4.5	59.1%	66
-6	-5	6	0.0100%	$14.4	4.5	62.9%	62
-6	-4	-1	-0.0111%	$9.3	4.5	58.0%	69
-10	-3	5	0.0264%	$13.3	4.5	68.3%	63
-6	-5	3	0.0100%	$12.5	4.4	62.7%	67
-6	-5	2	0.0100%	$12.1	4.4	60.6%	66
-10	-3	6	0.0264%	$11.3	4.4	61.2%	67
-6	-5	5	0.0100%	$14.7	4.4	59.3%	59
-10	-3	-1	-0.0257%	$6.3	4.2	56.8%	74
-10	-4	5	0.0221%	$13.5	4.2	65.0%	60
-5	-4	7	0.0103%	$14.6	4.2	62.1%	66
-6	-5	7	0.0053%	$10.0	4.1	57.1%	126
-8	-3	3	-0.0206%	$10.3	4.1	55.6%	72
-6	-5	4	0.0100%	$12.5	4.1	60.0%	65
-10	-4	6	0.0221%	$11.5	4.1	56.9%	65
-9	-2	7	0.0258%	$10.5	4.1	57.6%	66
-7	-3	2	0.0199%	$12.8	4.0	55.9%	68
-7	-3	4	0.0199%	$13.8	4.0	59.7%	62
-8	-3	7	-0.0206%	$12.3	4.0	55.2%	67
-7	-4	1	-0.0155%	$9.1	4.0	55.2%	67
-10	-9	10	0.0107%	$15.4	3.9	56.5%	62
-10	-3	8	0.0264%	$10.7	3.9	67.2%	58
-8	-3	1	0.0207%	$9.7	3.9	59.7%	72
-10	-9	1	0.0107%	$14.1	3.9	55.4%	65
-10	-4	4	0.0221%	$11.9	3.9	59.7%	62
-10	-3	3	0.0264%	$10.4	3.9	60.9%	69
-4	-2	2	0.0154%	$7.6	3.8	55.3%	76
-10	-2	4	0.0308%	$8.7	3.8	56.7%	67
-6	-5	4	0.0053%	$8.9	3.7	59.2%	125
-6	-2	7	0.0206%	$8.8	3.7	55.9%	68
-6	-3	8	-0.0161%	$12.0	3.7	58.2%	67
-6	-4	1	-0.0111%	$9.7	3.7	55.2%	67
-10	-3	7	0.0156%	$8.5	3.7	61.3%	137
-6	-3	3	0.0155%	$11.8	3.7	58.2%	67
-10	-7	3	-0.0161%	$13.5	3.6	61.3%	62
-6	-3	7	-0.0161%	$11.4	3.6	59.1%	66
-9	-3	7	0.0224%	$13.1	3.6	64.6%	65
-6	-5	5	0.0053%	$9.0	3.6	56.6%	122
-6	-5	1	0.0053%	$7.0	3.5	59.7%	134
-7	-3	5	0.0199%	$12.5	3.5	63.1%	65
-7	-3	-2	0.0199%	$5.5	3.5	56.2%	73
-6	-3	4	0.0155%	$12.1	3.5	60.3%	63
-8	-3	6	-0.0206%	$11.1	3.5	57.6%	66
-8	-5	1	0.0160%	$9.8	3.5	67.1%	70
-6	-5	10	0.0053%	$9.4	3.5	61.1%	126
-10	-3	1	0.0264%	$8.6	3.5	56.3%	71
-9	-3	4	0.0224%	$12.0	3.5	60.6%	66
-10	-7	-2	-0.0161%	$8.6	3.5	58.2%	67
-6	-3	1	0.0155%	$9.9	3.5	56.3%	71
-10	-3	4	0.0156%	$8.2	3.4	63.3%	128
-10	-3	5	0.0156%	$8.4	3.4	63.6%	129
-5	-4	5	0.0103%	$12.7	3.4	59.1%	66
-8	-3	2	0.0207%	$9.3	3.4	55.1%	69
-10	-4	8	0.0221%	$10.5	3.4	58.6%	58
-9	-2	1	-0.0264%	$5.2	3.4	56.7%	67
-6	-5	4	0.0051%	$7.1	3.4	56.2%	185
-8	-4	1	0.0168%	$8.9	3.4	57.7%	71
-10	-7	1	-0.0161%	$11.8	3.3	56.2%	64
-10	-2	5	0.0308%	$8.3	3.3	56.1%	66
-8	-3	4	0.0207%	$10.4	3.3	70.8%	65
-10	-3	7	0.0103%	$6.8	3.3	57.8%	204
-3	-2	1	0.0105%	$5.9	3.3	56.1%	82
-5	-4	2	0.0103%	$11.5	3.3	55.1%	69
-7	-3	8	0.0199%	$12.8	3.3	65.0%	60
-9	-3	3	0.0055%	$7.3	3.3	59.4%	192
-8	-7	1	0.0052%	$9.4	3.3	60.0%	130
-10	-6	10	0.0204%	$12.7	3.3	62.9%	62
-7	-3	3	0.0199%	$10.4	3.3	60.0%	70
-5	-4	6	0.0103%	$11.7	3.3	58.2%	67
-6	-5	3	0.0053%	$7.3	3.3	57.9%	133
-5	-4	3	0.0103%	$11.2	3.3	58.6%	70
-6	-5	9	0.0053%	$8.2	3.3	57.1%	126
-10	-7	-1	-0.0161%	$9.0	3.3	55.2%	67
-10	-3	0	0.0264%	$6.7	3.3	59.5%	74
-10	-4	3	0.0221%	$9.3	3.3	59.4%	69
-6	-5	1	0.0051%	$5.6	3.2	56.6%	198
-6	-3	9	-0.0161%	$10.7	3.2	58.2%	67
-10	-3	3	0.0156%	$7.2	3.2	63.0%	135
-10	-3	7	0.0052%	$6.1	3.2	56.6%	265
-7	-3	6	0.0199%	$10.9	3.2	57.4%	68
-9	-3	8	0.0224%	$12.7	3.2	66.7%	60
-5	-4	10	0.0103%	$12.3	3.2	56.9%	72
-9	-2	5	0.0258%	$8.0	3.2	57.8%	64
-5	-2	7	0.0162%	$6.8	3.2	56.0%	75
-9	-3	5	0.0224%	$11.6	3.2	61.3%	62
-10	-3	-2	0.0264%	$3.6	3.1	55.4%	74
-8	-5	5	0.0103%	$9.1	3.1	62.5%	120
-6	-5	3	0.0051%	$6.3	3.1	56.0%	193
-10	-4	7	0.0154%	$7.7	3.1	59.2%	130
-6	-5	8	0.0053%	$8.0	3.1	57.5%	120
-10	-2	7	0.0162%	$6.4	3.1	56.1%	139
-6	-3	5	0.0155%	$11.3	3.1	60.7%	61
-4	-3	8	0.0053%	$9.0	3.1	57.0%	142
-8	-3	5	0.0207%	$10.0	3.1	68.8%	64
-8	-7	1	0.0101%	$10.7	3.1	63.2%	68
-10	-7	2	-0.0161%	$11.9	3.1	58.7%	63
-9	-2	8	0.0258%	$9.5	3.1	56.1%	57
-10	-3	7	-0.0257%	$10.3	3.1	56.9%	65
-8	-2	1	-0.0256%	$4.7	3.1	56.3%	71
-9	-3	4	0.0055%	$7.1	3.1	57.4%	183
-10	-9	-1	-0.0053%	$8.2	3.1	58.6%	133
-10	-3	9	-0.0257%	$9.9	3.1	57.1%	70
-5	-4	8	0.0103%	$12.2	3.1	57.1%	63
-9	-3	3	0.0224%	$10.1	3.1	56.5%	69
-6	-2	7	-0.0211%	$8.4	3.0	57.6%	66
-10	-3	2	0.0156%	$6.4	3.0	56.5%	138
-10	-3	4	0.0052%	$5.8	3.0	59.3%	248
-10	-9	-2	-0.0053%	$7.4	3.0	57.1%	133
-8	-4	4	0.0168%	$9.8	3.0	59.1%	66
-7	-5	5	0.0112%	$10.2	3.0	62.9%	62
-7	-2	5	0.0223%	$6.9	3.0	58.2%	67
-10	-3	6	0.0156%	$6.9	3.0	56.8%	132
-10	-3	3	0.0103%	$5.9	3.0	60.5%	200
-10	-8	-1	-0.0112%	$8.3	3.0	55.9%	68
-6	-5	6	0.0053%	$8.0	3.0	55.7%	122
-9	-3	-2	0.0224%	$4.8	3.0	55.6%	72
-8	-4	5	0.0168%	$10.0	3.0	64.1%	64
-8	-5	10	0.0160%	$10.4	3.0	63.2%	68
-10	-7	5	-0.0161%	$12.3	3.0	56.5%	62
-10	-6	9	0.0204%	$11.3	3.0	62.9%	62
-10	-9	-3	-0.0053%	$5.2	2.9	58.6%	133
-5	-4	9	0.0103%	$11.5	2.9	56.9%	72
-10	-2	5	0.0162%	$5.8	2.9	56.9%	130
-10	-4	5	0.0154%	$7.7	2.9	61.3%	124
-6	-2	8	0.0206%	$8.0	2.9	55.7%	61
-8	-3	7	0.0207%	$8.5	2.9	63.2%	68
-9	-8	6	-0.0102%	$12.5	2.9	55.7%	61
-6	-5	5	0.0051%	$6.4	2.9	55.4%	186
-10	-4	10	0.0221%	$8.8	2.9	55.1%	69
-10	-3	4	0.0103%	$6.0	2.9	59.1%	193
-8	-2	7	0.0257%	$7.4	2.9	55.7%	70
-8	-2	6	0.0257%	$6.5	2.9	55.7%	70
-8	-2	5	0.0257%	$7.3	2.9	60.6%	66
-6	-3	3	0.0051%	$5.6	2.9	55.6%	252
-9	-3	6	0.0224%	$10.1	2.9	57.6%	66
-10	-3	3	0.0052%	$5.2	2.9	58.4%	262
-10	-2	4	0.0162%	$5.4	2.8	55.1%	127
-10	-3	6	0.0103%	$5.7	2.8	55.8%	199
-6	-5	2	0.0053%	$6.2	2.8	56.5%	131
-8	-5	0	0.0160%	$6.8	2.8	67.1%	70
-10	-6	5	0.0204%	$12.1	2.8	63.3%	60
-8	-5	5	0.0160%	$10.4	2.8	63.9%	61
-8	-3	3	0.0207%	$7.8	2.8	64.8%	71
-6	-3	3	0.0053%	$6.0	2.8	55.2%	194
-8	-5	1	0.0103%	$6.0	2.8	61.0%	136
-10	-6	7	0.0204%	$11.6	2.8	65.5%	58
-10	-9	4	-0.0053%	$9.8	2.7	56.1%	123
-10	-4	2	0.0221%	$8.0	2.7	59.1%	66
-8	-7	10	0.0052%	$10.0	2.7	58.8%	119
-8	-7	6	0.0052%	$9.5	2.7	57.4%	115
-8	-2	4	0.0257%	$6.7	2.7	55.6%	63
-10	-6	6	0.0204%	$10.7	2.7	61.3%	62
-10	-3	5	0.0103%	$5.8	2.7	59.3%	199
-8	-5	2	0.0160%	$8.8	2.7	59.7%	67
-8	-5	10	0.0103%	$7.7	2.7	60.5%	129
-4	-3	10	0.0051%	$6.8	2.7	55.9%	204
-10	-9	6	-0.0053%	$10.9	2.7	55.3%	123
-7	-3	5	0.0053%	$6.3	2.7	58.6%	191
-8	-4	2	0.0168%	$7.8	2.7	59.4%	69
-10	-8	-1	-0.0055%	$5.8	2.7	55.6%	135
-7	-3	9	0.0199%	$10.1	2.7	56.3%	71
-10	-7	4	-0.0161%	$9.9	2.7	56.2%	64
-6	-3	4	0.0051%	$5.6	2.7	56.5%	246
-6	-3	10	-0.0161%	$9.2	2.7	58.2%	67
-6	-2	6	-0.0211%	$6.8	2.7	55.9%	68
-10	-3	9	0.0264%	$7.0	2.7	60.0%	70
-10	-9	10	0.0055%	$10.1	2.7	56.4%	117
-8	-3	3	0.0053%	$5.6	2.7	57.6%	205
-8	-5	3	0.0103%	$6.8	2.6	57.9%	133
-8	-7	0	0.0052%	$6.8	2.6	57.8%	135
-6	-3	8	0.0155%	$10.2	2.6	61.7%	60
-8	-7	7	0.0052%	$9.3	2.6	57.5%	120
-9	-5	7	0.0204%	$8.8	2.6	62.5%	64
-6	-3	10	0.0053%	$7.0	2.6	56.3%	197
-10	-4	2	0.0154%	$5.9	2.6	60.3%	136
-9	-3	10	0.0224%	$10.2	2.6	55.1%	69
-6	-5	10	0.0051%	$6.4	2.6	58.6%	186
-9	-3	5	0.0055%	$6.1	2.6	57.3%	192
-10	-4	9	0.0221%	$7.6	2.6	55.1%	69
-10	-7	7	-0.0161%	$12.0	2.6	55.6%	63
-9	-3	4	0.0051%	$5.5	2.6	55.1%	243
-4	-3	10	0.0103%	$8.7	2.6	56.2%	73
-6	-5	8	0.0051%	$5.9	2.6	55.7%	174
-8	-4	3	0.0168%	$7.6	2.6	58.6%	70
-10	-3	8	0.0156%	$6.0	2.6	63.2%	125
-7	-3	5	0.0050%	$5.5	2.6	55.9%	254
-9	-4	1	0.0213%	$7.1	2.6	55.9%	68
-10	-4	3	0.0154%	$6.1	2.5	58.8%	131
-6	-3	10	0.0051%	$6.1	2.5	56.2%	258
-9	-4	7	0.0213%	$8.3	2.5	65.1%	63
-8	-5	4	0.0103%	$7.2	2.5	59.3%	123
-6	-3	4	0.0053%	$5.8	2.5	56.9%	188
-10	-4	4	0.0154%	$6.5	2.5	55.3%	123
-6	-3	5	0.0053%	$5.9	2.5	57.0%	193
-8	-3	3	0.0107%	$5.4	2.5	59.1%	137
-10	-9	3	-0.0053%	$8.8	2.5	55.0%	129
-10	-3	5	0.0052%	$4.8	2.5	57.9%	266
-10	-9	5	-0.0053%	$9.3	2.5	55.9%	127
-9	-5	1	0.0204%	$7.3	2.5	64.7%	68
-10	-4	6	0.0154%	$6.1	2.5	56.2%	128
-8	-3	10	0.0207%	$7.8	2.5	57.5%	73
-10	-5	10	0.0103%	$6.1	2.5	61.5%	187
-10	-6	-1	-0.0106%	$5.6	2.5	55.3%	132
-7	-3	9	0.0053%	$6.5	2.5	57.1%	205
-8	-7	7	0.0101%	$11.0	2.5	58.1%	62
-4	-3	9	0.0051%	$6.2	2.5	55.4%	204
-6	-5	9	0.0051%	$5.6	2.5	55.9%	186
-7	-3	3	0.0053%	$5.3	2.5	55.5%	200
-10	-9	-1	-0.0104%	$7.5	2.5	56.7%	67
-8	-5	3	0.0160%	$8.3	2.5	59.4%	69
-8	-5	9	0.0160%	$8.2	2.4	61.8%	68
-4	-3	8	0.0051%	$6.2	2.4	56.5%	207
-7	-3	10	0.0053%	$6.6	2.4	56.1%	205
-6	-3	9	0.0053%	$6.3	2.4	55.8%	197
-8	-5	9	0.0103%	$6.7	2.4	58.9%	129
-9	-3	3	0.0151%	$6.2	2.4	56.9%	130
-7	-3	6	0.0053%	$5.8	2.4	56.3%	199
-9	-5	7	0.0106%	$6.8	2.4	58.9%	124
-4	-3	9	0.0103%	$8.4	2.4	57.5%	73
-8	-5	2	0.0103%	$6.0	2.4	58.3%	132
-3	-2	6	0.0105%	$5.9	2.4	56.0%	75
-7	-3	8	0.0053%	$6.3	2.4	59.0%	188
-8	-5	10	0.0052%	$6.2	2.4	59.2%	191
-6	-3	6	0.0155%	$8.4	2.4	55.4%	65
-6	-3	8	0.0053%	$6.2	2.4	58.0%	181
-5	-3	8	0.0110%	$8.6	2.4	60.9%	69
-6	-3	8	0.0051%	$5.5	2.4	57.4%	237
-8	-5	5	0.0052%	$5.9	2.4	55.6%	187
-8	-5	6	0.0103%	$6.9	2.4	59.2%	125
-3	-2	4	0.0105%	$5.6	2.4	55.8%	77
-8	-3	8	0.0207%	$7.0	2.4	66.1%	62
-8	-3	5	0.0053%	$5.6	2.4	56.6%	196
-7	-3	9	0.0050%	$5.7	2.4	55.5%	265
-9	-5	5	0.0204%	$8.8	2.4	58.3%	60
-9	-4	8	0.0213%	$8.0	2.4	64.3%	56
-7	-3	5	0.0107%	$6.5	2.4	57.3%	124
-8	-3	6	0.0207%	$6.9	2.4	60.6%	66
-6	-3	9	0.0051%	$5.5	2.4	55.4%	258
-10	-9	10	0.0052%	$7.6	2.4	57.0%	179
-9	-3	4	0.0151%	$6.3	2.4	56.6%	122
-8	-7	2	0.0052%	$7.5	2.4	57.0%	128
-7	-5	5	0.0056%	$6.5	2.3	59.8%	122
-10	-5	7	0.0103%	$5.8	2.3	56.3%	190
-9	-3	8	0.0055%	$6.1	2.3	56.7%	180
-5	-3	7	0.0110%	$7.5	2.3	57.1%	70
-6	-3	6	-0.0161%	$7.0	2.3	56.1%	66
-8	-2	8	0.0257%	$7.1	2.3	55.2%	58
-8	-5	1	0.0052%	$4.4	2.3	56.4%	204
-9	-5	10	0.0106%	$6.5	2.3	57.9%	126
-7	-3	10	0.0050%	$5.7	2.3	55.1%	265
-10	-3	10	0.0156%	$5.8	2.3	59.0%	139
-8	-7	0	0.0101%	$7.4	2.3	58.8%	68
-10	-5	9	0.0103%	$5.5	2.3	58.3%	187
-7	-5	1	0.0112%	$6.2	2.3	59.2%	71
-8	-5	7	0.0103%	$6.6	2.3	59.5%	131
-8	-5	9	0.0052%	$5.6	2.3	57.6%	191
-8	-3	4	0.0053%	$5.2	2.3	56.1%	187
-9	-3	9	0.0224%	$8.8	2.3	59.4%	69
-9	-5	10	0.0204%	$7.3	2.3	59.1%	66
-6	-3	5	0.0051%	$4.9	2.3	56.2%	251
-10	-9	0	-0.0104%	$7.8	2.3	56.7%	67
-10	-7	9	0.0163%	$8.4	2.3	58.3%	60
-8	-7	9	0.0052%	$8.1	2.3	57.1%	119
-10	-7	1	0.0163%	$8.0	2.2	56.1%	66
-8	-5	4	0.0160%	$8.4	2.2	60.7%	61
-5	-3	6	0.0110%	$7.2	2.2	58.8%	68
-8	-5	7	0.0052%	$5.6	2.2	56.3%	190
-8	-5	3	0.0052%	$4.9	2.2	56.8%	199
-7	-3	3	0.0107%	$5.3	2.2	55.8%	138
-7	-5	4	0.0112%	$7.3	2.2	59.1%	66
-10	-6	4	0.0204%	$9.7	2.2	61.7%	60
-7	-3	8	0.0050%	$5.3	2.2	57.6%	243
-8	-4	2	0.0104%	$5.2	2.2	55.2%	134
-6	-3	5	-0.0161%	$6.1	2.2	56.7%	67
-10	-3	8	0.0052%	$4.2	2.2	57.6%	245
-10	-5	10	0.0152%	$5.9	2.2	60.2%	128
-9	-3	5	0.0151%	$6.0	2.2	57.0%	128
-10	-6	-2	0.0204%	$4.9	2.2	62.1%	66
-10	-4	5	0.0102%	$5.3	2.2	59.2%	184
-10	-6	10	0.0111%	$6.9	2.2	59.7%	124
-6	-3	10	0.0155%	$8.5	2.2	55.1%	69
-10	-8	6	-0.0055%	$8.0	2.2	55.5%	119
-7	-5	10	0.0112%	$7.5	2.2	55.2%	67
-9	-5	9	0.0106%	$5.8	2.2	57.1%	126
-7	-5	2	0.0112%	$6.6	2.2	58.8%	68
-9	-5	8	0.0204%	$7.5	2.2	63.0%	54
-8	-3	5	0.0107%	$5.2	2.2	58.1%	129
-8	-4	1	-0.0164%	$6.4	2.2	57.6%	66
-8	-4	7	0.0168%	$6.9	2.2	61.2%	67
-10	-4	7	0.0102%	$4.9	2.1	55.1%	198
-9	-3	9	0.0055%	$5.7	2.1	55.4%	193
-8	-7	10	0.0101%	$9.5	2.1	57.4%	61
-9	-4	5	0.0213%	$7.7	2.1	60.0%	60
-8	-5	7	0.0160%	$7.7	2.1	65.7%	67
-10	-3	9	0.0156%	$5.1	2.1	60.4%	139
-9	-4	2	0.0213%	$6.8	2.1	58.7%	63
-6	-3	9	0.0155%	$8.0	2.1	58.0%	69
-9	-5	5	0.0106%	$6.1	2.1	57.5%	120
-9	-5	8	0.0106%	$6.0	2.1	60.2%	118
-9	-5	6	0.0204%	$7.0	2.1	56.5%	62
-6	-4	3	0.0056%	$5.8	2.1	56.6%	129
-10	-3	10	0.0103%	$4.7	2.1	56.2%	203
-10	-3	10	0.0052%	$4.4	2.1	55.7%	262
-7	-5	7	0.0112%	$6.7	2.1	60.3%	68
-9	-5	4	0.0106%	$5.9	2.1	58.3%	120
-9	-4	6	0.0213%	$6.9	2.1	58.3%	60
-8	-3	0	0.0207%	$4.6	2.1	56.8%	74
-8	-4	10	0.0168%	$7.1	2.1	60.6%	71
-8	-5	0	0.0103%	$4.0	2.1	59.0%	139
-8	-7	3	0.0052%	$6.9	2.0	55.9%	127
-10	-4	10	0.0154%	$5.3	2.0	56.0%	134
-4	-3	8	0.0103%	$7.2	2.0	58.3%	72
-5	-3	9	0.0110%	$7.4	2.0	55.6%	72
-10	-3	8	0.0103%	$4.3	2.0	58.2%	184
-8	-7	2	0.0101%	$8.1	2.0	56.9%	65
-7	-4	2	0.0104%	$4.8	2.0	55.6%	133
-5	-3	4	0.0110%	$6.3	2.0	56.1%	66
-10	-6	5	0.0102%	$5.7	2.0	55.1%	178
-9	-4	10	0.0213%	$6.7	2.0	56.7%	67
-9	-5	9	0.0204%	$6.2	2.0	59.1%	66
-10	-6	8	0.0204%	$8.5	2.0	56.4%	55

@ES#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-8	-2	0	-0.1142%	$79.5	5.6	66.7%	81
-6	-2	0	-0.1101%	$82.6	5.4	66.7%	81
-10	-4	0	-0.1548%	$104.5	5.3	61.7%	81
-10	-7	-6	0.1109%	$31.2	4.9	65.4%	81
-10	-9	0	-0.0908%	$127.2	4.8	58.0%	81
-10	-9	-8	-0.0908%	$36.0	4.7	60.5%	81
-5	-4	0	-0.0755%	$69.1	4.6	61.7%	81
-3	-2	0	-0.0471%	$72.1	4.6	58.0%	81
-10	-4	0	-0.0872%	$73.1	4.6	59.9%	162
-5	-2	0	-0.0589%	$53.6	4.3	59.9%	162
-7	-2	0	-0.1117%	$64.5	4.2	66.7%	81
-5	-2	0	-0.0942%	$55.2	4.1	61.7%	81
-10	-7	-5	0.1109%	$45.8	3.9	59.3%	81
-6	-2	2	-0.1101%	$72.4	3.9	61.7%	81
-9	-7	-6	0.0599%	$27.3	3.8	56.8%	81
-6	-2	1	-0.1101%	$69.1	3.8	67.9%	81
-10	-9	4	-0.0908%	$108.0	3.8	59.3%	81
-8	-2	2	-0.1142%	$63.4	3.7	56.8%	81
-6	-2	0	-0.0642%	$45.6	3.7	58.0%	162
-5	-2	9	0.0517%	$59.5	3.7	60.5%	162
-10	-9	3	-0.0908%	$104.5	3.7	55.6%	81
-10	-4	0	-0.0522%	$51.0	3.7	56.2%	242
-5	-2	0	-0.0338%	$45.4	3.6	57.9%	242
-4	-2	0	-0.0665%	$61.1	3.6	55.6%	81
-8	-4	0	-0.1027%	$63.9	3.6	59.3%	81
-3	-2	10	-0.0471%	$91.2	3.6	59.3%	81
-5	-2	10	0.0517%	$58.3	3.6	59.3%	162
-10	-2	0	-0.0965%	$49.0	3.5	61.7%	162
-9	-3	0	-0.1281%	$66.8	3.5	61.7%	81
-5	-2	8	0.0517%	$57.9	3.5	61.1%	162
-10	-9	8	-0.0908%	$117.0	3.5	55.6%	81
-8	-2	3	-0.1142%	$56.3	3.5	63.0%	81
-10	-2	0	-0.1702%	$61.0	3.5	64.2%	81
-3	-2	2	-0.0471%	$71.1	3.5	61.7%	81
-10	-9	-5	0.0845%	$46.1	3.4	55.6%	81
-10	-9	-1	-0.0908%	$72.7	3.4	59.3%	81
-3	-2	9	-0.0471%	$81.8	3.4	59.3%	81
-9	-4	0	-0.1238%	$62.7	3.4	55.6%	81
-8	-2	4	-0.1142%	$53.1	3.4	60.5%	81
-3	-2	8	-0.0471%	$83.0	3.4	55.6%	81
-8	-2	0	-0.0694%	$44.8	3.4	59.9%	162
-5	-2	2	0.0517%	$49.3	3.3	56.2%	162
-10	-9	9	-0.0908%	$108.5	3.3	55.6%	81
-9	-2	0	-0.1357%	$54.6	3.3	61.7%	81
-10	-9	-2	-0.0908%	$61.0	3.3	59.3%	81
-3	-2	1	-0.0471%	$67.4	3.3	63.0%	81
-7	-2	2	-0.1117%	$61.0	3.3	61.7%	81
-10	-9	7	-0.0908%	$103.5	3.3	55.6%	81
-7	-4	0	-0.0908%	$53.2	3.3	60.5%	81
-6	-2	5	-0.1101%	$64.7	3.2	58.0%	81
-5	-2	2	0.0886%	$58.2	3.2	60.5%	81
-10	-9	1	-0.0908%	$90.7	3.2	56.8%	81
-6	-2	4	-0.1101%	$59.1	3.2	61.7%	81
-5	-2	3	0.0886%	$54.9	3.2	59.3%	81
-5	-2	4	0.0517%	$47.0	3.2	60.5%	162
-10	-7	-5	0.0581%	$29.8	3.2	56.2%	162
-5	-2	3	0.0517%	$45.4	3.2	58.6%	162
-7	-2	1	-0.1117%	$56.5	3.2	66.7%	81
-5	-2	4	0.0886%	$56.8	3.2	63.0%	81
-8	-2	5	-0.1142%	$52.8	3.1	58.0%	81
-6	-2	3	-0.1101%	$56.6	3.1	66.7%	81
-4	-2	-1	-0.0665%	$26.5	3.1	58.0%	81
-8	-7	-5	0.0477%	$24.4	3.1	58.0%	81
-3	-2	3	-0.0471%	$63.0	3.0	63.0%	81
-10	-9	-3	-0.0908%	$52.2	3.0	63.0%	81
-8	-2	1	-0.1142%	$49.1	3.0	59.3%	81
-3	-2	4	-0.0471%	$64.0	3.0	58.0%	81
-10	-7	-5	0.0316%	$24.0	3.0	55.4%	242
-10	-8	-5	0.0941%	$36.3	3.0	56.8%	81
-10	-9	-8	-0.0530%	$19.4	2.9	57.4%	162
-5	-2	7	0.0517%	$47.5	2.9	60.5%	162
-10	-3	0	-0.1703%	$57.6	2.9	63.0%	81
-6	-4	0	-0.0872%	$46.9	2.9	61.7%	81
-5	-2	8	0.0886%	$56.5	2.9	60.5%	81
-5	-2	9	0.0886%	$56.3	2.9	61.7%	81
-10	-2	0	-0.0612%	$34.3	2.8	56.6%	242
-5	-4	2	-0.0755%	$50.5	2.8	56.8%	81
-6	-2	8	-0.1101%	$61.6	2.8	59.3%	81
-7	-2	4	-0.1117%	$48.5	2.8	63.0%	81
-6	-2	-1	-0.1101%	$22.5	2.8	56.8%	81
-5	-2	1	0.0517%	$38.7	2.8	55.6%	162
-3	-2	7	-0.0471%	$65.7	2.8	55.6%	81
-9	-2	0	-0.0754%	$38.2	2.8	59.3%	162
-7	-2	3	-0.1117%	$50.3	2.7	67.9%	81
-8	-3	0	-0.0669%	$41.4	2.7	56.8%	162
-5	-2	6	0.0517%	$43.8	2.7	57.4%	162
-5	-2	10	0.0886%	$54.3	2.7	59.3%	81
-10	-3	0	-0.0949%	$42.5	2.7	55.6%	162
-5	-2	5	0.0517%	$41.0	2.7	58.0%	162
-10	-4	1	-0.1548%	$55.6	2.7	55.6%	81
-10	-8	-5	0.0536%	$27.1	2.6	56.2%	162
-9	-2	3	0.1333%	$47.1	2.6	63.0%	81
-7	-2	0	-0.0681%	$35.4	2.6	58.6%	162
-8	-2	8	-0.1142%	$52.3	2.6	55.6%	81
-5	-2	6	0.0886%	$50.2	2.6	59.3%	81
-7	-2	5	-0.1117%	$47.5	2.6	59.3%	81
-8	-3	0	-0.1088%	$46.3	2.5	63.0%	81
-10	-4	6	-0.1548%	$58.0	2.5	55.6%	81
-10	-7	8	0.1109%	$61.0	2.5	56.8%	81
-5	-2	7	0.0886%	$50.3	2.5	63.0%	81
-5	-2	9	0.0283%	$39.3	2.5	58.7%	242
-5	-3	0	-0.0886%	$41.8	2.5	61.7%	81
-6	-2	7	-0.1101%	$53.9	2.5	59.3%	81
-5	-2	1	-0.0589%	$36.7	2.5	58.0%	162
-5	-3	0	-0.0547%	$34.8	2.5	55.6%	162
-8	-7	-5	0.0276%	$17.0	2.5	58.0%	162
-10	-4	4	-0.1548%	$53.4	2.5	55.6%	81
-8	-2	0	-0.0406%	$30.0	2.4	57.0%	242
-5	-2	1	-0.0338%	$34.7	2.4	55.4%	242
-8	-2	9	-0.1142%	$46.6	2.4	58.0%	81
-5	-2	5	0.0886%	$45.7	2.4	63.0%	81
-9	-2	0	-0.0464%	$30.2	2.4	55.8%	242
-5	-2	10	0.0283%	$38.2	2.4	56.2%	242
-6	-2	6	-0.1101%	$50.9	2.4	58.0%	81
-8	-2	7	-0.1142%	$45.4	2.4	55.6%	81
-10	-9	-6	0.0845%	$26.1	2.4	58.0%	81
-8	-2	6	-0.1142%	$43.4	2.3	58.0%	81
-5	-2	8	0.0283%	$37.4	2.3	58.3%	242
-4	-2	9	0.0376%	$37.3	2.3	58.0%	162
-7	-2	0	-0.0364%	$28.3	2.3	56.2%	242
-6	-4	0	-0.0512%	$33.0	2.3	55.6%	162
-9	-2	4	0.1333%	$43.4	2.3	64.2%	81
-5	-2	1	0.0886%	$40.1	2.3	60.5%	81
-10	-8	-5	0.0086%	$18.2	2.3	55.4%	323
-6	-4	1	-0.0872%	$41.8	2.2	55.6%	81
-8	-2	9	0.1336%	$43.8	2.2	65.4%	81
-7	-2	2	0.0739%	$37.1	2.2	58.0%	162
-7	-2	3	0.0739%	$35.5	2.2	56.8%	162
-7	-3	0	-0.1074%	$38.3	2.2	64.2%	81
-6	-2	10	-0.1101%	$47.2	2.2	56.8%	81
-10	-9	-2	-0.0530%	$34.6	2.2	56.8%	162
-8	-2	3	0.0815%	$34.0	2.2	58.0%	162
-6	-2	3	0.1076%	$41.8	2.2	59.3%	81
-7	-2	9	0.0739%	$40.0	2.2	61.1%	162
-4	-2	9	0.0087%	$28.9	2.1	57.6%	323
-7	-4	6	0.1080%	$52.2	2.1	56.8%	81
-7	-4	2	0.1080%	$49.5	2.1	58.0%	81
-6	-2	9	-0.1101%	$44.4	2.1	56.8%	81
-6	-2	9	0.1076%	$45.5	2.1	65.4%	81
-8	-2	9	0.0815%	$37.9	2.1	61.7%	162
-7	-2	3	0.1261%	$39.0	2.1	59.3%	81
-7	-2	8	0.0739%	$38.9	2.1	59.9%	162
-8	-2	2	0.0815%	$34.0	2.1	58.6%	162
-4	-2	9	0.0607%	$37.5	2.0	59.3%	81
-4	-2	8	0.0376%	$32.8	2.0	58.0%	162
-7	-4	3	0.1080%	$46.6	2.0	55.6%	81
-6	-2	8	0.1076%	$44.6	2.0	63.0%	81

@EU#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-5	-4	-1	0.0121%	$13.9	5.2	57.3%	82
-7	-4	1	-0.0174%	$17.6	4.2	59.8%	82
-7	-4	1	-0.0089%	$12.9	3.8	55.8%	163
-8	-4	1	-0.0177%	$15.7	3.7	59.8%	82
-10	-9	-2	0.0121%	$15.9	3.6	57.3%	82
-7	-3	1	-0.0203%	$13.8	3.5	57.3%	82
-9	-4	1	-0.0217%	$14.6	3.4	59.8%	82
-10	-9	3	0.0121%	$19.3	3.4	59.8%	82
-9	-3	2	-0.0132%	$11.5	3.3	55.6%	162
-10	-3	1	-0.0162%	$9.6	3.2	57.9%	164
-9	-3	1	-0.0132%	$9.8	3.1	55.5%	164
-10	-9	-8	-0.0122%	$5.0	3.0	56.1%	82
-8	-4	1	-0.0091%	$10.1	3.0	56.1%	164
-9	-3	4	-0.0132%	$11.1	3.0	61.0%	164
-10	-9	-3	0.0121%	$9.5	2.9	57.3%	82
-7	-4	4	-0.0174%	$14.4	2.9	58.5%	82
-7	-5	1	-0.0135%	$12.7	2.9	62.2%	82
-8	-4	1	-0.0045%	$8.3	2.9	55.3%	246
-10	-3	2	-0.0162%	$9.4	2.9	55.2%	163
-9	-3	4	-0.0085%	$9.7	2.9	58.5%	246
-9	-3	4	-0.0228%	$14.2	2.9	62.2%	82
-8	-4	4	-0.0177%	$13.9	2.9	59.8%	82
-9	-3	2	-0.0228%	$12.8	2.8	57.3%	82
-10	-9	-4	0.0121%	$8.5	2.8	58.5%	82
-10	-3	4	-0.0162%	$10.1	2.8	60.4%	164
-10	-4	4	-0.0162%	$10.7	2.8	57.9%	164
-9	-4	2	-0.0217%	$13.3	2.8	56.1%	82
-10	-4	4	-0.0256%	$13.3	2.8	56.1%	82
-10	-3	4	-0.0259%	$12.8	2.7	63.4%	82
-10	-4	1	-0.0162%	$9.2	2.7	55.5%	164
-9	-4	4	-0.0217%	$13.9	2.7	63.4%	82
-8	-4	0	-0.0177%	$8.7	2.7	61.0%	82
-7	-4	0	-0.0174%	$9.1	2.6	59.8%	82
-6	-5	4	-0.0045%	$10.1	2.5	56.1%	164
-7	-4	0	-0.0089%	$7.1	2.5	56.1%	164
-9	-2	2	-0.0168%	$6.8	2.5	55.2%	163
-7	-3	4	-0.0046%	$8.2	2.5	55.7%	246
-9	-4	1	-0.0128%	$8.7	2.5	57.9%	164
-7	-4	4	-0.0045%	$8.5	2.4	55.3%	246
-9	-3	6	-0.0228%	$11.1	2.4	58.5%	82
-10	-3	2	-0.0259%	$10.1	2.4	57.3%	82
-9	-3	3	-0.0132%	$8.2	2.4	59.1%	164
-7	-4	4	-0.0089%	$9.6	2.4	55.5%	164
-7	-4	3	-0.0174%	$10.8	2.3	59.8%	82
-7	-3	4	-0.0203%	$11.5	2.3	61.0%	82
-9	-4	4	-0.0128%	$9.4	2.3	58.5%	164
-8	-4	7	-0.0177%	$10.0	2.3	57.3%	82
-9	-4	2	-0.0128%	$8.7	2.3	55.2%	163
-8	-5	1	-0.0169%	$10.4	2.2	61.0%	82
-10	-3	7	-0.0162%	$7.5	2.2	55.5%	164
-8	-6	1	-0.0133%	$12.4	2.2	61.0%	82
-9	-3	3	-0.0228%	$9.7	2.2	57.3%	82
-10	-3	4	-0.0089%	$7.0	2.1	58.1%	246
-9	-3	5	-0.0132%	$8.1	2.1	55.2%	163
-10	-3	5	-0.0162%	$7.7	2.1	55.5%	164
-7	-3	4	-0.0121%	$8.2	2.1	55.5%	164
-10	-3	3	-0.0162%	$6.9	2.1	57.3%	164
-8	-4	4	-0.0045%	$7.3	2.1	56.1%	246
-10	-3	0	-0.0259%	$6.4	2.0	56.1%	82
-7	-4	8	-0.0174%	$10.6	2.0	56.8%	81
-9	-3	7	-0.0228%	$9.8	2.0	59.8%	82

@GF#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-8	-7	2	0.0693%	$51.2	4.1	56.0%	75
-8	-7	3	0.0693%	$53.1	4.0	55.3%	76
-5	-3	4	0.0364%	$42.6	3.6	60.6%	236
-5	-3	4	0.0177%	$38.4	3.5	61.0%	313
-5	-3	3	0.0364%	$37.3	3.3	55.1%	236
-5	-3	3	0.0177%	$34.0	3.3	57.3%	314
-5	-3	4	0.0686%	$41.0	3.2	61.1%	157
-5	-2	4	0.0815%	$34.3	3.1	59.5%	158
-5	-4	4	0.0389%	$39.6	3.1	58.0%	157
-5	-4	4	0.0332%	$36.7	3.0	59.3%	236
-5	-2	4	0.0489%	$30.8	3.0	57.2%	236
-5	-3	2	0.0177%	$29.6	3.0	57.1%	312
-8	-3	4	0.0532%	$35.4	3.0	58.9%	231
-5	-4	4	0.0703%	$33.2	3.0	60.8%	79
-5	-3	2	0.0364%	$31.1	2.9	55.5%	236
-5	-2	4	0.0179%	$30.1	2.9	58.9%	314
-5	-3	3	0.0686%	$35.7	2.9	55.4%	157
-5	-2	3	0.0815%	$29.7	2.9	57.0%	158
-8	-3	3	0.0532%	$32.4	2.8	56.9%	232
-5	-3	1	0.0177%	$26.6	2.8	57.0%	314
-5	-4	2	0.0332%	$30.7	2.8	57.5%	233
-5	-2	3	0.0489%	$26.7	2.8	55.3%	237
-5	-3	1	0.0364%	$28.3	2.8	55.5%	236
-5	-4	3	0.0332%	$31.9	2.7	58.9%	236
-7	-6	4	0.0175%	$34.2	2.7	58.6%	232
-9	-3	4	0.0991%	$33.0	2.7	55.8%	154
-5	-4	3	0.0389%	$33.2	2.7	59.2%	157
-4	-3	3	0.0171%	$28.9	2.7	56.0%	316
-6	-3	4	0.1196%	$40.5	2.7	58.8%	80
-8	-3	3	0.0185%	$27.8	2.6	55.0%	309
-8	-2	4	0.0625%	$29.6	2.6	57.5%	233
-8	-3	4	0.0185%	$28.8	2.6	56.2%	308
-8	-4	4	0.0453%	$33.1	2.6	59.1%	232
-5	-2	3	0.0179%	$25.3	2.6	56.6%	316
-4	-3	4	0.0171%	$29.6	2.6	59.9%	314
-7	-6	3	0.0175%	$30.4	2.6	55.4%	233
-8	-6	3	0.0342%	$28.0	2.6	57.3%	232
-8	-3	2	0.0532%	$27.7	2.5	56.8%	229
-5	-4	2	0.0389%	$29.5	2.5	56.1%	155
-8	-6	4	0.0342%	$29.1	2.5	55.4%	231
-4	-3	3	0.0831%	$33.9	2.5	58.2%	79
-5	-4	4	0.0171%	$29.4	2.5	58.8%	313
-6	-3	4	0.0492%	$30.1	2.5	58.8%	238
-6	-3	3	0.1196%	$35.9	2.4	56.2%	80
-6	-3	3	0.0492%	$28.0	2.4	57.1%	238
-9	-2	4	0.0680%	$27.6	2.4	56.0%	232
-6	-2	4	0.1380%	$33.6	2.4	60.0%	80
-7	-6	2	0.0175%	$27.5	2.4	55.5%	229
-4	-3	4	0.0831%	$33.3	2.4	61.5%	78
-4	-3	3	0.0515%	$28.8	2.4	55.7%	158
-5	-4	1	0.0332%	$25.6	2.4	56.2%	235
-8	-4	3	0.0453%	$28.6	2.3	58.6%	232
-8	-3	4	0.0898%	$30.0	2.3	55.8%	154
-4	-3	4	0.0515%	$30.4	2.3	58.3%	156
-8	-3	3	0.0898%	$27.9	2.2	56.1%	155
-6	-4	4	0.0351%	$27.1	2.2	57.4%	235
-5	-4	3	0.0703%	$23.6	2.2	60.8%	79
-5	-4	3	0.0171%	$25.2	2.2	57.5%	313
-6	-3	4	0.0184%	$25.3	2.2	55.7%	316
-8	-3	1	0.0532%	$23.5	2.2	55.4%	231
-10	-2	4	0.1203%	$26.3	2.2	57.0%	158
-5	-4	1	0.0389%	$25.0	2.2	57.1%	156
-4	-3	2	0.0171%	$22.3	2.1	55.7%	314
-5	-2	2	0.0179%	$20.0	2.1	55.1%	312
-6	-4	3	0.0351%	$24.2	2.1	57.4%	237
-5	-4	2	0.0171%	$22.5	2.1	56.1%	310
-8	-2	4	0.0328%	$21.5	2.0	55.3%	309

@HE#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-3	-2	0.2975%	$9.9	5.4	56.6%	76
-7	-3	-1	0.2297%	$9.5	3.6	55.1%	78
-7	-3	1	0.2297%	$20.3	3.2	59.0%	78
-7	-2	0	0.2867%	$17.4	3.1	59.7%	77
-9	-3	1	0.2975%	$17.8	2.9	55.3%	76
-7	-2	1	0.2867%	$17.0	2.8	57.1%	77
-5	-2	0	0.2425%	$17.4	2.7	59.0%	78
-5	-2	1	0.2425%	$16.0	2.5	57.7%	78
-8	-2	1	0.2962%	$14.4	2.4	55.1%	78
-8	-3	0	-0.2797%	$15.5	2.4	56.4%	78
-7	-3	2	0.2297%	$15.5	2.3	56.4%	78
-9	-2	0	-0.3281%	$16.5	2.2	57.1%	77
-8	-2	0	0.2962%	$11.8	2.1	55.1%	78
-7	-2	2	0.2867%	$12.7	2.1	57.1%	77

@JY#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-6	-3	-1	0.0164%	$9.5	6.8	56.1%	82
-7	-3	0	0.0170%	$13.3	6.8	61.0%	82
-6	-3	0	0.0164%	$12.3	6.2	59.8%	82
-5	-3	0	0.0122%	$13.3	5.7	57.3%	82
-5	-3	7	0.0122%	$23.8	4.6	57.5%	80
-10	-3	0	0.0263%	$10.8	4.5	56.1%	82
-6	-4	0	0.0160%	$10.9	4.5	56.8%	81
-5	-3	5	0.0122%	$18.5	4.4	61.0%	82
-5	-3	6	0.0122%	$21.2	4.4	58.5%	82
-8	-4	10	-0.0210%	$18.9	4.3	60.0%	80
-10	-8	0	0.0157%	$12.9	4.3	63.0%	81
-4	-2	0	0.0161%	$8.0	4.3	58.5%	82
-5	-2	0	0.0168%	$7.8	4.3	56.1%	82
-5	-3	3	0.0122%	$14.1	4.2	58.5%	82
-5	-3	4	0.0122%	$15.5	4.1	58.5%	82
-8	-4	9	-0.0210%	$18.3	4.1	58.8%	80
-5	-4	4	0.0108%	$17.2	4.0	60.5%	81
-5	-4	0	0.0108%	$11.1	4.0	56.8%	81
-8	-4	8	-0.0210%	$17.7	4.0	58.0%	81
-5	-4	8	0.0108%	$23.9	3.9	60.5%	81
-5	-4	3	0.0108%	$15.5	3.9	57.5%	80
-5	-2	7	0.0168%	$18.1	3.8	59.3%	81
-5	-4	10	0.0108%	$24.2	3.7	60.5%	81
-5	-4	9	0.0108%	$23.3	3.7	59.3%	81
-5	-4	5	0.0108%	$17.2	3.7	56.8%	81
-5	-4	7	0.0108%	$20.9	3.6	60.5%	81
-7	-4	0	0.0161%	$8.5	3.4	56.8%	81
-6	-2	8	0.0215%	$19.0	3.4	55.6%	81
-5	-2	6	0.0168%	$15.3	3.4	58.5%	82
-7	-3	10	0.0170%	$17.2	3.2	57.3%	82
-6	-2	7	0.0215%	$15.5	3.1	63.7%	80
-7	-3	3	0.0170%	$10.6	3.0	57.3%	82
-6	-2	9	0.0215%	$17.2	3.0	56.1%	82
-7	-3	9	0.0170%	$15.6	3.0	57.3%	82
-7	-3	4	0.0170%	$11.3	2.9	56.1%	82
-6	-3	3	0.0164%	$9.5	2.9	56.1%	82
-8	-4	6	-0.0210%	$11.8	2.9	56.8%	81
-10	-3	6	-0.0279%	$11.1	2.9	56.1%	82
-7	-3	7	0.0170%	$12.6	2.7	57.3%	82
-8	-4	5	-0.0210%	$11.3	2.7	56.8%	81
-7	-4	1	0.0161%	$7.6	2.7	55.7%	79
-6	-3	8	-0.0167%	$13.4	2.6	55.6%	81
-7	-3	6	0.0170%	$11.7	2.6	56.1%	82
-6	-3	4	0.0164%	$9.7	2.5	58.5%	82
-6	-5	4	-0.0108%	$11.2	2.5	57.3%	82
-5	-4	10	0.0055%	$12.5	2.5	56.2%	162
-5	-4	9	0.0055%	$11.5	2.4	55.6%	162
-7	-3	5	0.0170%	$10.0	2.3	59.8%	82
-5	-2	5	0.0168%	$9.5	2.3	61.0%	82
-9	-3	8	-0.0266%	$11.6	2.3	57.5%	80
-6	-2	6	0.0215%	$10.3	2.2	59.8%	82
-6	-3	5	0.0164%	$9.2	2.2	55.6%	81
-7	-4	5	-0.0168%	$10.0	2.2	59.3%	81
-9	-3	5	-0.0266%	$9.3	2.2	56.8%	81
-5	-2	4	0.0168%	$7.8	2.1	56.1%	82
-7	-4	9	0.0161%	$11.1	2.1	56.8%	81
-7	-4	10	-0.0168%	$13.0	2.0	56.2%	80
-9	-3	9	-0.0266%	$10.6	2.0	56.2%	80

@KC#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-5	-4	-2	0.1007%	$27.4	5.9	61.0%	82
-5	-4	-1	-0.0991%	$26.5	4.3	59.8%	82
-6	-4	-1	-0.1285%	$24.7	3.8	58.5%	82
-5	-4	-2	0.0538%	$16.1	3.6	55.8%	163
-7	-3	-2	0.2043%	$10.2	3.4	55.6%	81
-9	-8	-1	0.0943%	$21.1	3.3	55.6%	81
-9	-8	0	0.0943%	$20.6	2.8	56.2%	80
-9	-8	2	0.0943%	$18.0	2.5	56.2%	80
-9	-8	6	0.0943%	$23.0	2.5	58.2%	79
-6	-4	1	-0.1285%	$18.3	2.4	57.3%	82
-6	-4	4	-0.1285%	$22.5	2.4	55.6%	81
-6	-4	0	-0.1285%	$18.3	2.3	56.1%	82
-9	-8	5	0.0943%	$17.6	2.2	63.0%	81

@KW#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-8	-6	-1	0.1216%	$20.3	6.0	59.8%	82
-8	-6	0	0.1216%	$16.8	3.8	56.1%	82
-9	-6	-1	0.1445%	$13.0	3.3	62.2%	82
-9	-7	-1	0.1185%	$13.0	2.8	56.1%	82

@LE#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-5	4	0.0229%	$35.5	5.5	69.6%	319
-9	-8	4	0.0229%	$38.4	5.2	65.7%	239
-7	-6	4	0.0192%	$34.5	5.2	65.1%	318
-7	-6	4	0.0221%	$36.7	5.1	64.4%	239
-7	-6	3	0.0192%	$31.3	4.9	63.2%	318
-9	-5	3	0.0229%	$31.3	4.9	65.2%	319
-9	-8	3	0.0229%	$35.0	4.8	61.9%	239
-9	-5	4	0.0452%	$33.6	4.8	67.8%	239
-9	-6	4	0.0424%	$33.1	4.8	65.0%	240
-9	-4	4	0.0468%	$31.5	4.8	66.1%	239
-7	-6	3	0.0221%	$33.2	4.8	61.5%	239
-9	-8	4	0.0198%	$32.9	4.7	65.1%	318
-7	-5	4	0.0207%	$30.8	4.7	66.7%	318
-7	-6	2	0.0192%	$28.5	4.6	60.3%	317
-9	-8	2	0.0229%	$31.4	4.6	63.4%	238
-4	-3	4	0.0202%	$29.1	4.6	62.8%	320
-8	-5	4	0.0208%	$29.4	4.6	66.4%	318
-4	-3	4	0.0452%	$33.2	4.6	58.1%	160
-9	-4	4	0.0230%	$29.8	4.6	64.2%	318
-9	-6	4	0.0222%	$30.6	4.5	63.3%	319
-8	-5	4	0.0405%	$30.9	4.5	68.6%	239
-9	-7	4	0.0201%	$31.2	4.5	64.0%	317
-4	-3	3	0.0452%	$32.2	4.5	57.5%	160
-4	-2	4	0.1022%	$34.0	4.5	58.8%	80
-10	-4	4	0.0927%	$31.7	4.5	64.2%	159
-9	-5	2	0.0229%	$27.5	4.5	65.4%	318
-8	-4	4	0.0438%	$33.0	4.5	65.7%	239
-4	-2	3	0.0228%	$25.4	4.5	58.8%	320
-8	-6	4	0.0197%	$29.9	4.5	64.8%	318
-9	-8	3	0.0198%	$30.3	4.5	61.3%	318
-7	-4	4	0.0221%	$30.2	4.4	63.8%	318
-4	-2	4	0.0228%	$26.2	4.4	61.9%	320
-6	-4	-3	0.0916%	$9.4	4.4	56.2%	80
-7	-5	4	0.0588%	$32.3	4.4	66.0%	159
-6	-4	4	0.0396%	$32.3	4.4	64.0%	239
-4	-2	4	0.0670%	$28.3	4.4	60.6%	160
-7	-6	2	0.0221%	$29.3	4.4	59.4%	239
-6	-4	4	0.0208%	$30.0	4.3	62.6%	318
-9	-5	4	0.0788%	$29.0	4.3	63.1%	160
-4	-3	4	0.0236%	$29.2	4.3	61.3%	240
-9	-5	3	0.0452%	$29.5	4.3	64.0%	239
-4	-2	4	0.0454%	$25.6	4.3	60.8%	240
-7	-3	4	0.0232%	$28.7	4.3	61.6%	318
-8	-7	4	0.0396%	$33.0	4.3	62.9%	159
-9	-3	4	0.0627%	$29.7	4.3	61.1%	239
-9	-6	4	0.0633%	$31.3	4.3	63.1%	160
-4	-2	3	0.1022%	$31.5	4.3	60.0%	80
-8	-4	4	0.0222%	$29.5	4.3	63.9%	319
-4	-3	2	0.0452%	$28.1	4.3	58.8%	160
-10	-7	4	0.0208%	$30.6	4.3	64.6%	316
-4	-3	3	0.0202%	$26.7	4.2	61.9%	320
-7	-2	4	0.0387%	$25.0	4.2	62.4%	319
-9	-4	3	0.0468%	$27.4	4.2	62.3%	239
-8	-3	4	0.0233%	$28.5	4.2	61.9%	318
-4	-2	3	0.0454%	$24.5	4.2	59.2%	240
-7	-5	4	0.0254%	$28.4	4.2	65.1%	238
-9	-6	4	0.1094%	$32.3	4.2	63.7%	80
-9	-3	4	0.0255%	$28.1	4.2	61.3%	318
-7	-5	3	0.0207%	$26.8	4.2	63.8%	318
-9	-6	3	0.0424%	$28.4	4.2	60.0%	240
-6	-4	3	0.0396%	$30.1	4.2	62.8%	239
-10	-2	4	0.0414%	$24.1	4.1	61.4%	319
-7	-6	4	0.0407%	$30.3	4.1	61.6%	159
-9	-8	2	0.0198%	$26.8	4.1	62.8%	317
-10	-5	4	0.0233%	$27.7	4.1	65.1%	318
-9	-7	4	0.0242%	$29.5	4.1	62.6%	238
-8	-5	3	0.0405%	$27.4	4.1	64.4%	239
-8	-7	3	0.0396%	$30.8	4.1	65.4%	159
-10	-4	3	0.0927%	$28.6	4.1	60.4%	159
-10	-3	4	0.0252%	$26.9	4.1	60.5%	319
-10	-5	4	0.0491%	$26.6	4.1	64.9%	239
-9	-4	3	0.0230%	$25.9	4.1	61.0%	318
-9	-5	3	0.0788%	$26.7	4.1	60.0%	160
-4	-3	3	0.0236%	$27.3	4.0	60.8%	240
-9	-8	4	0.0413%	$30.2	4.0	63.5%	159
-4	-2	3	0.0670%	$25.6	4.0	58.1%	160
-7	-4	3	0.0221%	$26.5	4.0	61.6%	318
-4	-2	2	0.0228%	$22.1	4.0	57.8%	320
-8	-5	3	0.0208%	$25.3	4.0	62.9%	318
-8	-4	3	0.0438%	$29.0	4.0	62.3%	239
-7	-4	4	0.0418%	$28.2	4.0	64.7%	238
-9	-2	4	0.0423%	$24.0	4.0	61.1%	319
-7	-6	3	0.0407%	$29.0	4.0	57.9%	159
-7	-3	3	0.0232%	$26.3	4.0	60.7%	318
-9	-2	4	0.0778%	$24.5	4.0	61.7%	240
-9	-7	3	0.0201%	$27.2	4.0	63.1%	317
-9	-6	3	0.0222%	$26.6	4.0	58.6%	319
-9	-5	2	0.0452%	$25.7	4.0	64.4%	239
-10	-7	3	0.0208%	$27.9	4.0	63.9%	316
-9	-3	3	0.0627%	$26.8	3.9	60.7%	239
-7	-6	1	0.0192%	$22.6	3.9	61.3%	318
-4	-3	2	0.0202%	$23.1	3.9	60.3%	320
-10	-4	4	0.0229%	$27.0	3.9	62.9%	318
-6	-4	3	0.0208%	$26.6	3.9	61.6%	318
-8	-4	2	0.0438%	$26.5	3.9	60.7%	239
-9	-6	2	0.0424%	$25.8	3.9	59.2%	240
-8	-6	3	0.0197%	$25.8	3.9	61.6%	318
-10	-6	4	0.0220%	$26.6	3.9	63.0%	316
-7	-5	3	0.0588%	$28.1	3.9	61.0%	159
-7	-6	2	0.0407%	$27.0	3.9	56.6%	159
-4	-2	2	0.0454%	$21.8	3.9	56.7%	240
-9	-6	3	0.0633%	$27.8	3.9	58.8%	160
-7	-5	2	0.0207%	$23.4	3.8	64.7%	317
-7	-2	3	0.0387%	$22.4	3.8	60.2%	319
-7	-3	2	0.0232%	$23.5	3.8	61.2%	317
-9	-4	4	0.0836%	$26.9	3.8	63.5%	159
-4	-3	2	0.0236%	$24.0	3.8	59.2%	240
-8	-4	3	0.0222%	$25.7	3.8	61.8%	319
-7	-6	1	0.0221%	$23.6	3.8	61.1%	239
-8	-3	3	0.0233%	$25.4	3.8	61.6%	318
-9	-8	3	0.0413%	$28.0	3.8	59.7%	159
-9	-3	2	0.0627%	$24.1	3.8	61.9%	239
-10	-4	4	0.0599%	$26.7	3.8	63.1%	236
-10	-3	3	0.0252%	$24.2	3.8	58.3%	319
-8	-6	4	0.0237%	$26.9	3.8	61.9%	239
-5	-2	4	0.0227%	$22.6	3.8	60.3%	320
-8	-6	2	0.0197%	$23.7	3.8	60.1%	318
-8	-5	2	0.0405%	$23.8	3.8	64.9%	239
-8	-7	-1	0.0396%	$15.4	3.7	58.5%	159
-8	-4	4	0.0710%	$28.9	3.7	63.1%	160
-8	-7	2	0.0396%	$27.4	3.7	61.6%	159
-9	-6	3	0.1094%	$29.0	3.7	60.0%	80
-9	-3	3	0.0255%	$24.7	3.7	60.4%	318
-9	-7	3	0.0242%	$26.3	3.7	62.2%	238
-8	-3	2	0.0233%	$23.2	3.7	61.6%	318
-9	-4	2	0.0468%	$22.9	3.7	59.0%	239
-10	-3	4	0.1132%	$26.5	3.7	58.8%	160
-9	-7	2	0.0201%	$24.4	3.7	61.5%	317
-6	-3	4	0.0223%	$24.9	3.7	59.6%	319
-7	-4	2	0.0221%	$23.0	3.7	59.6%	317
-9	-6	2	0.0222%	$23.8	3.7	57.1%	319
-10	-8	4	0.0207%	$27.9	3.7	62.5%	317
-6	-4	2	0.0396%	$25.1	3.7	61.1%	239
-8	-4	2	0.0222%	$23.3	3.7	59.9%	319
-8	-5	2	0.0208%	$21.9	3.7	62.6%	318
-10	-5	4	0.0841%	$25.8	3.7	61.0%	159
-9	-4	2	0.0230%	$22.2	3.7	59.0%	317
-7	-5	3	0.0254%	$24.4	3.7	60.5%	238
-8	-7	-2	0.0396%	$13.3	3.7	55.3%	159
-10	-5	3	0.0233%	$24.0	3.6	60.7%	318
-9	-7	4	0.0475%	$27.6	3.6	63.5%	159
-9	-5	1	0.0229%	$20.6	3.6	60.8%	319
-10	-6	4	0.0445%	$26.1	3.6	61.3%	238
-10	-4	2	0.0927%	$23.7	3.6	58.5%	159
-6	-5	4	0.0221%	$24.5	3.6	65.3%	239
-10	-7	2	0.0208%	$24.4	3.6	62.3%	316
-10	-4	3	0.0229%	$24.3	3.6	61.9%	318
-10	-5	3	0.0491%	$23.3	3.6	61.1%	239
-9	-8	2	0.0413%	$25.5	3.6	62.3%	159
-5	-3	4	0.0202%	$23.9	3.6	59.2%	319
-8	-2	4	0.0392%	$21.3	3.6	60.8%	319
-3	-2	4	0.0196%	$20.7	3.6	62.3%	321
-9	-5	2	0.0788%	$22.7	3.6	61.3%	160
-10	-6	3	0.0220%	$24.1	3.6	60.1%	316
-5	-3	4	0.0398%	$25.1	3.6	57.7%	239
-10	-2	3	0.0414%	$20.3	3.6	58.9%	319
-5	-2	3	0.0227%	$20.7	3.6	59.4%	320
-9	-6	2	0.0633%	$24.8	3.6	58.1%	160
-7	-4	4	0.0701%	$26.9	3.6	62.3%	159
-10	-8	3	0.0207%	$25.9	3.5	59.9%	317
-9	-5	3	0.1372%	$26.7	3.5	56.2%	80
-9	-2	3	0.0778%	$21.0	3.5	60.8%	240
-7	-4	3	0.0418%	$24.3	3.5	60.9%	238
-8	-3	4	0.0508%	$25.2	3.5	59.8%	239
-7	-5	2	0.0588%	$24.2	3.5	62.9%	159
-9	-2	3	0.0423%	$20.4	3.5	59.2%	319
-6	-3	3	0.0223%	$22.9	3.5	58.9%	319
-7	-3	4	0.0467%	$24.9	3.5	57.7%	239
-9	-3	2	0.0255%	$21.6	3.5	60.7%	318
-10	-4	3	0.0599%	$24.1	3.5	60.2%	236
-5	-3	3	0.0202%	$22.2	3.5	59.2%	319
-7	-2	2	0.0387%	$19.2	3.4	58.8%	318
-10	-3	4	0.0677%	$23.6	3.4	58.2%	239
-5	-3	3	0.0398%	$23.4	3.4	59.0%	239
-4	-2	2	0.0670%	$21.4	3.4	55.6%	160
-10	-3	2	0.0252%	$20.5	3.4	59.2%	319
-7	-6	1	0.0407%	$21.9	3.4	57.9%	159
-9	-8	1	0.0229%	$21.8	3.4	59.0%	239
-7	-6	4	0.0676%	$28.1	3.4	57.5%	80
-8	-6	3	0.0237%	$23.8	3.4	59.0%	239
-8	-4	3	0.0710%	$25.7	3.4	59.4%	160
-3	-2	4	0.0696%	$23.6	3.4	56.8%	81
-10	-5	3	0.0841%	$23.7	3.4	57.9%	159
-10	-2	4	0.0695%	$21.0	3.4	59.0%	239
-10	-3	3	0.1132%	$23.8	3.4	56.2%	160
-10	-7	4	0.0420%	$25.9	3.4	61.6%	237
-8	-7	4	0.0212%	$24.3	3.4	60.1%	238
-6	-4	2	0.0208%	$21.5	3.4	60.6%	317
-9	-5	4	0.1372%	$25.4	3.4	58.8%	80
-7	-5	1	0.0207%	$19.1	3.3	61.6%	318
-9	-3	4	0.1041%	$25.8	3.3	56.6%	159
-9	-7	2	0.0242%	$23.0	3.3	59.2%	238
-10	-6	2	0.0220%	$21.1	3.3	57.3%	316
-8	-2	3	0.0392%	$19.1	3.3	58.3%	319
-8	-4	2	0.0710%	$23.7	3.3	61.3%	160
-9	-6	2	0.1094%	$24.9	3.3	58.8%	80
-8	-3	3	0.0508%	$23.5	3.3	60.3%	239
-4	-2	2	0.1022%	$24.1	3.3	56.2%	80
-3	-2	3	0.0196%	$18.0	3.3	60.1%	321
-8	-3	2	0.0508%	$21.8	3.3	61.1%	239
-10	-6	3	0.0445%	$23.0	3.3	58.4%	238
-7	-4	2	0.0418%	$21.3	3.3	60.1%	238
-6	-5	3	0.0221%	$21.6	3.2	62.8%	239
-10	-6	4	0.0798%	$24.7	3.2	58.5%	159
-10	-5	2	0.0491%	$19.7	3.2	61.1%	239
-10	-5	2	0.0233%	$20.3	3.2	61.0%	318
-5	-3	2	0.0202%	$19.1	3.2	58.3%	319
-9	-8	1	0.0198%	$19.2	3.2	58.5%	318
-7	-5	2	0.0254%	$20.3	3.2	61.3%	238
-10	-5	-1	0.0841%	$11.3	3.2	57.2%	159
-10	-3	3	0.0677%	$21.5	3.2	56.9%	239
-7	-3	3	0.0467%	$22.3	3.2	56.5%	239
-9	-7	-1	0.0475%	$13.7	3.2	57.2%	159
-10	-4	2	0.0229%	$20.1	3.2	59.4%	318
-3	-2	3	0.0696%	$21.0	3.2	56.8%	81
-10	-9	4	0.0226%	$24.4	3.2	59.7%	238
-10	-7	3	0.0420%	$24.2	3.2	61.6%	237
-8	-7	1	0.0396%	$21.4	3.1	57.9%	159
-9	-4	3	0.0836%	$21.6	3.1	57.2%	159
-8	-6	2	0.0237%	$21.0	3.1	58.2%	239
-3	-2	4	0.0234%	$18.8	3.1	61.0%	241
-10	-8	2	0.0207%	$21.8	3.1	59.6%	317
-9	-3	3	0.1041%	$23.5	3.1	57.9%	159
-8	-5	4	0.0662%	$23.2	3.1	65.4%	159
-6	-5	4	0.0401%	$21.4	3.1	66.0%	159
-10	-4	2	0.0599%	$20.4	3.1	58.9%	236
-6	-3	2	0.0223%	$19.1	3.1	59.1%	318
-9	-7	3	0.0475%	$23.1	3.1	62.3%	159
-5	-3	2	0.0398%	$19.6	3.1	58.2%	239
-7	-4	3	0.0701%	$23.5	3.1	58.5%	159
-5	-2	2	0.0227%	$17.1	3.1	57.1%	319
-6	-2	4	0.0234%	$18.4	3.1	59.1%	320
-8	-6	1	0.0197%	$17.9	3.1	60.1%	318
-8	-7	3	0.0212%	$21.8	3.1	60.9%	238
-8	-2	4	0.0680%	$19.5	3.1	59.0%	239
-6	-3	4	0.0430%	$22.2	3.1	56.1%	239
-10	-6	2	0.0445%	$20.6	3.0	56.7%	238
-9	-7	1	0.0201%	$18.7	3.0	59.3%	317
-9	-6	1	0.0424%	$18.3	3.0	56.7%	240
-9	-5	1	0.0452%	$18.2	3.0	59.4%	239
-10	-3	2	0.1132%	$20.1	3.0	56.9%	160
-5	-4	4	0.0218%	$22.7	3.0	59.0%	239
-7	-3	2	0.0467%	$19.7	3.0	56.1%	239
-10	-9	3	0.0226%	$22.7	3.0	57.6%	238
-3	-2	4	0.0453%	$19.1	3.0	59.6%	161
-8	-5	1	0.0405%	$17.4	3.0	60.7%	239
-6	-2	3	0.0234%	$17.1	3.0	57.2%	320
-8	-4	1	0.0438%	$18.9	3.0	59.4%	239
-10	-5	2	0.0841%	$19.8	3.0	59.7%	159
-7	-2	4	0.0610%	$19.0	3.0	58.6%	239
-10	-2	3	0.0695%	$17.7	2.9	57.3%	239
-7	-6	1	0.0676%	$22.0	2.9	57.5%	80
-10	-5	4	0.1434%	$22.4	2.9	58.8%	80
-9	-5	2	0.1372%	$21.4	2.9	61.3%	80
-6	-3	3	0.0430%	$20.5	2.9	55.6%	239
-3	-2	3	0.0234%	$16.5	2.9	59.3%	241
-8	-2	2	0.0392%	$16.0	2.9	57.7%	319
-5	-4	3	0.0218%	$21.3	2.9	59.4%	239
-9	-7	-1	0.0242%	$11.9	2.9	55.5%	238
-10	-2	2	0.0414%	$15.8	2.9	57.1%	319
-9	-5	1	0.0788%	$16.2	2.9	56.9%	160
-10	-6	3	0.0798%	$21.7	2.9	55.3%	159
-9	-2	2	0.0423%	$16.0	2.8	57.5%	318
-7	-4	2	0.0701%	$20.3	2.8	57.9%	159
-9	-2	2	0.0778%	$16.2	2.8	59.0%	239
-9	-3	2	0.1041%	$19.9	2.8	57.9%	159
-9	-6	1	0.0222%	$16.7	2.8	55.2%	319
-10	-3	2	0.0677%	$17.8	2.8	57.3%	239
-9	-2	4	0.1133%	$18.6	2.8	56.2%	160
-9	-6	1	0.0633%	$17.6	2.8	56.2%	160
-8	-5	3	0.0662%	$20.6	2.8	61.6%	159
-10	-7	2	0.0420%	$20.3	2.8	59.5%	237
-7	-5	1	0.0588%	$17.7	2.8	61.6%	159
-7	-4	1	0.0221%	$16.6	2.8	57.5%	318
-9	-7	1	0.0242%	$17.8	2.8	58.4%	238
-6	-4	1	0.0396%	$17.6	2.8	59.4%	239
-6	-5	3	0.0401%	$18.5	2.8	62.9%	159
-10	-7	1	0.0208%	$17.4	2.8	59.5%	316
-8	-2	3	0.0680%	$17.2	2.8	55.2%	239
-5	-4	4	0.0420%	$23.2	2.7	58.8%	160
-9	-5	-1	0.1372%	$10.0	2.7	60.0%	80
-9	-4	2	0.0836%	$17.8	2.7	56.0%	159
-8	-3	1	0.0233%	$15.8	2.7	59.4%	318
-3	-2	3	0.0453%	$16.8	2.7	60.2%	161
-6	-4	4	0.0583%	$21.1	2.7	61.6%	159
-8	-5	1	0.0208%	$15.3	2.7	58.8%	318
-8	-7	2	0.0212%	$18.4	2.7	57.1%	238
-6	-2	4	0.0588%	$16.9	2.7	55.8%	240
-9	-4	1	0.0468%	$15.4	2.7	57.7%	239
-4	-3	1	0.0202%	$15.2	2.7	59.4%	320
-7	-3	1	0.0232%	$15.4	2.7	58.5%	318
-9	-7	2	0.0475%	$19.3	2.7	58.5%	159
-5	-4	3	0.0420%	$21.9	2.7	57.5%	160
-9	-8	1	0.0413%	$17.5	2.7	57.9%	159
-8	-4	1	0.0222%	$15.8	2.6	58.0%	319
-4	-2	1	0.0228%	$14.1	2.6	56.9%	320
-9	-4	1	0.0230%	$14.9	2.6	57.5%	318
-10	-8	4	0.0400%	$19.9	2.6	60.1%	238
-8	-2	4	0.1020%	$17.5	2.6	56.9%	160
-9	-8	4	0.0671%	$21.6	2.6	57.5%	80
-6	-2	3	0.0588%	$15.9	2.6	55.8%	240
-7	-3	4	0.0834%	$20.6	2.6	56.0%	159
-7	-2	3	0.0610%	$16.5	2.6	56.1%	239
-6	-2	2	0.0234%	$14.2	2.6	55.8%	319
-7	-5	1	0.0254%	$15.4	2.6	59.2%	238
-6	-2	4	0.0831%	$17.7	2.6	56.2%	160
-10	-3	4	0.1683%	$22.4	2.6	57.5%	80
-8	-6	4	0.0472%	$18.5	2.5	56.6%	159
-10	-4	4	0.1526%	$21.4	2.5	58.8%	80
-4	-3	1	0.0236%	$15.2	2.5	60.4%	240
-5	-4	2	0.0218%	$17.7	2.5	56.1%	239
-10	-2	4	0.1208%	$16.5	2.5	55.6%	160
-5	-2	4	0.0452%	$15.9	2.5	56.1%	239
-6	-5	2	0.0221%	$15.9	2.5	63.0%	238
-8	-4	1	0.0710%	$16.9	2.5	56.9%	160
-6	-4	1	0.0208%	$15.2	2.5	57.9%	318
-7	-4	4	0.1147%	$22.4	2.5	56.2%	80
-10	-8	3	0.0400%	$18.3	2.5	56.7%	238
-4	-3	1	0.0452%	$15.6	2.5	59.4%	160
-7	-4	1	0.0418%	$15.5	2.5	57.6%	238
-10	-9	2	0.0226%	$17.9	2.5	55.9%	238
-6	-4	3	0.0583%	$18.8	2.5	59.1%	159
-10	-5	1	0.0491%	$13.7	2.4	56.5%	239
-8	-2	2	0.0680%	$14.5	2.4	56.1%	239
-8	-5	2	0.0662%	$16.7	2.4	62.3%	159
-10	-5	1	0.0233%	$14.2	2.4	57.5%	318
-9	-3	1	0.0627%	$14.2	2.4	60.7%	239
-8	-6	1	0.0237%	$14.4	2.4	56.9%	239
-10	-6	1	0.0220%	$14.1	2.4	56.6%	316
-7	-2	2	0.0610%	$14.0	2.3	55.9%	238
-9	-8	0	0.0229%	$15.6	2.3	55.6%	239
-10	-5	2	0.1434%	$17.1	2.3	56.2%	80
-9	-3	1	0.0255%	$13.2	2.3	59.1%	318
-10	-7	-1	0.0208%	$8.7	2.2	56.0%	316
-6	-2	3	0.0831%	$15.2	2.2	56.9%	160
-10	-8	1	0.0207%	$14.7	2.2	55.5%	317
-10	-4	1	0.0927%	$13.3	2.2	56.6%	159
-4	-2	1	0.0454%	$12.0	2.2	55.8%	240
-10	-6	1	0.0445%	$13.5	2.2	56.3%	238
-8	-4	4	0.1261%	$20.2	2.2	56.2%	80
-7	-5	4	0.0895%	$15.9	2.1	62.5%	80
-10	-4	1	0.0229%	$12.6	2.1	57.2%	318
-7	-5	3	0.0895%	$15.9	2.1	56.2%	80
-8	-3	1	0.0508%	$12.8	2.1	58.6%	239
-9	-4	4	0.1414%	$16.5	2.1	60.0%	80
-10	-8	2	0.0400%	$14.5	2.1	56.7%	238
-8	-7	4	0.0628%	$17.8	2.1	57.5%	80
-10	-3	1	0.0252%	$11.6	2.0	55.8%	319

@MFS#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-9	9	0.0248%	$65.4	6.5	65.2%	89
-10	-9	10	0.0248%	$65.0	6.3	66.3%	89
-10	-9	8	0.0248%	$56.6	6.2	63.9%	97
-10	-9	-5	0.0458%	$33.1	6.1	65.4%	81
-10	-9	-3	0.0458%	$40.2	5.9	59.3%	81
-8	-4	8	0.0747%	$44.0	5.4	60.0%	50
-10	-9	-1	-0.0554%	$46.6	5.4	64.2%	81
-10	-7	8	0.0632%	$51.1	5.4	67.9%	53
-10	-9	5	0.0248%	$46.2	5.3	63.4%	112
-7	-3	10	-0.0680%	$47.4	5.3	61.0%	41
-10	-5	8	0.0869%	$45.6	5.2	65.5%	55
-10	-9	-2	-0.0554%	$43.3	5.2	65.0%	80
-7	-3	9	-0.0680%	$47.3	5.1	63.4%	41
-9	-4	8	-0.0772%	$45.5	5.0	59.2%	49
-10	-9	-4	0.0458%	$33.2	4.9	59.3%	81
-10	-7	9	0.0367%	$47.6	4.9	63.9%	97
-7	-3	8	-0.0680%	$38.8	4.9	62.8%	43
-10	-7	8	0.0367%	$43.2	4.9	66.3%	98
-10	-7	10	0.0367%	$48.2	4.8	66.0%	97
-9	-4	9	-0.0772%	$62.7	4.8	56.1%	41
-7	-4	9	-0.0587%	$41.3	4.8	57.8%	45
-10	-7	9	0.0632%	$52.1	4.8	66.7%	54
-10	-9	6	0.0248%	$42.8	4.8	61.0%	105
-10	-9	8	0.0458%	$50.7	4.7	62.0%	50
-10	-9	9	0.0458%	$56.1	4.7	62.5%	48
-10	-7	9	0.0217%	$42.3	4.7	65.0%	140
-10	-4	8	0.0925%	$35.8	4.7	66.0%	53
-6	-3	8	-0.0644%	$39.6	4.7	65.0%	40
-10	-8	9	0.0157%	$45.3	4.7	63.2%	133
-10	-8	-1	-0.0668%	$40.2	4.6	65.0%	80
-10	-7	10	0.0632%	$52.5	4.6	68.5%	54
-10	-9	-2	0.0458%	$34.9	4.6	60.5%	81
-10	-7	10	0.0217%	$42.0	4.6	65.7%	140
-10	-8	-5	0.0567%	$22.9	4.6	60.0%	80
-7	-4	10	-0.0587%	$38.0	4.6	55.6%	45
-10	-9	-3	-0.0554%	$32.7	4.5	67.5%	80
-10	-8	10	0.0157%	$45.3	4.5	60.9%	133
-10	-9	10	0.0458%	$54.6	4.5	64.6%	48
-10	-8	-3	0.0567%	$30.6	4.5	58.8%	80
-9	-4	10	-0.0772%	$63.5	4.5	56.1%	41
-10	-9	-5	0.0248%	$20.7	4.5	59.6%	161
-10	-8	-2	0.0567%	$33.0	4.5	62.5%	80
-10	-9	0	0.0248%	$37.1	4.4	60.9%	161
-10	-9	0	0.0152%	$35.6	4.4	61.4%	241
-4	-2	0	0.0512%	$28.9	4.4	60.5%	81
-10	-9	-8	-0.0554%	$12.9	4.4	57.5%	80
-10	-8	5	0.0157%	$36.8	4.4	62.4%	170
-10	-9	-3	0.0248%	$25.7	4.3	55.9%	161
-9	-4	8	0.0788%	$34.1	4.3	62.5%	56
-10	-6	8	0.0748%	$41.7	4.3	59.2%	49
-10	-9	7	0.0248%	$39.1	4.3	61.9%	97
-10	-8	9	0.0567%	$50.4	4.3	69.1%	55
-10	-9	0	0.0055%	$31.5	4.3	61.1%	321
-10	-9	8	0.0055%	$38.6	4.2	62.6%	190
-10	-9	6	0.0055%	$34.9	4.2	61.6%	211
-10	-8	8	0.0157%	$37.2	4.2	62.4%	141
-10	-9	3	0.0248%	$34.3	4.2	60.5%	129
-10	-7	-5	0.0632%	$15.3	4.1	56.2%	80
-10	-9	8	0.0152%	$40.8	4.1	62.2%	148
-10	-9	7	0.0055%	$32.8	4.1	64.9%	188
-10	-7	8	0.0217%	$34.0	4.1	65.0%	143
-10	-8	10	0.0567%	$50.0	4.1	67.3%	55
-10	-8	10	0.0297%	$44.1	4.1	62.0%	92
-10	-8	9	0.0054%	$37.6	4.1	62.9%	178
-10	-8	9	0.0297%	$43.0	4.1	63.0%	92
-3	-2	0	0.0356%	$19.3	4.1	63.0%	81
-10	-9	0	0.0458%	$41.5	4.0	61.7%	81
-10	-9	-8	-0.0155%	$8.6	4.0	56.9%	239
-10	-8	8	0.0054%	$34.2	4.0	63.1%	187
-10	-7	7	0.0632%	$41.1	4.0	65.3%	49
-10	-9	5	0.0055%	$35.6	4.0	63.1%	225
-10	-6	8	0.0431%	$36.2	4.0	63.4%	101
-10	-8	8	0.0567%	$42.3	4.0	67.9%	53
-10	-9	6	0.0152%	$35.5	4.0	59.3%	162
-10	-8	5	0.0054%	$32.1	4.0	63.0%	227
-10	-8	-2	-0.0668%	$33.7	4.0	58.8%	80
-10	-8	6	0.0157%	$35.1	4.0	63.9%	155
-10	-8	10	0.0054%	$37.2	4.0	60.7%	178
-10	-8	-4	0.0567%	$24.1	3.9	62.5%	80
-10	-7	-3	0.0632%	$24.2	3.9	57.5%	80
-10	-9	-2	0.0152%	$22.9	3.9	55.2%	241
-10	-9	-3	0.0152%	$20.5	3.9	56.0%	241
-3	-2	0	0.0245%	$16.0	3.9	58.4%	161
-10	-3	8	0.0608%	$26.3	3.8	56.9%	102
-10	-8	8	-0.0668%	$55.9	3.8	60.0%	40
-10	-8	3	-0.0668%	$43.3	3.8	57.8%	64
-9	-5	8	0.0403%	$30.0	3.7	63.0%	100
-7	-4	-1	-0.0587%	$20.5	3.7	61.7%	81
-10	-7	8	-0.0746%	$42.1	3.7	58.5%	41
-10	-9	-4	0.0248%	$20.4	3.7	55.9%	161
-4	-2	0	0.0208%	$18.4	3.7	61.2%	242
-10	-9	7	0.0152%	$31.3	3.7	62.1%	145
-10	-7	7	0.0367%	$32.5	3.7	62.6%	99
-3	-2	0	0.0061%	$15.1	3.7	59.6%	322
-4	-2	0	0.0312%	$20.4	3.7	59.6%	161
-10	-9	2	0.0248%	$30.1	3.7	59.9%	142
-10	-3	8	0.1000%	$30.9	3.7	55.6%	54
-8	-3	8	-0.0743%	$29.9	3.7	60.5%	43
-10	-8	9	-0.0668%	$51.4	3.7	55.6%	45
-10	-8	0	0.0157%	$28.5	3.7	60.8%	240
-10	-9	3	0.0055%	$29.0	3.7	61.6%	263
-8	-4	8	0.0435%	$29.0	3.6	56.6%	99
-10	-7	10	-0.0746%	$56.8	3.6	56.1%	41
-10	-5	8	0.0315%	$26.8	3.6	63.3%	150
-10	-9	4	0.0248%	$31.3	3.6	56.1%	123
-10	-9	5	0.0152%	$34.6	3.6	62.0%	171
-10	-8	6	0.0054%	$30.8	3.6	63.1%	203
-5	-4	-1	-0.0454%	$19.3	3.6	59.3%	81
-10	-8	-5	0.0297%	$14.2	3.6	55.6%	160
-10	-6	10	0.0748%	$41.2	3.6	62.5%	56
-10	-8	10	-0.0668%	$49.3	3.6	57.8%	45
-8	-5	8	0.0371%	$30.7	3.6	58.9%	95
-10	-8	5	0.0567%	$36.9	3.6	64.5%	62
-10	-7	9	-0.0746%	$52.7	3.6	56.1%	41
-10	-9	-5	0.0152%	$15.2	3.6	58.5%	241
-10	-8	0	-0.0668%	$40.0	3.6	59.5%	79
-10	-8	5	0.0297%	$31.4	3.6	61.7%	115
-10	-9	1	0.0248%	$27.3	3.6	59.0%	156
-10	-6	9	0.0748%	$39.7	3.6	62.5%	56
-10	-9	5	0.0458%	$33.9	3.6	61.3%	62
-10	-7	9	0.0092%	$31.4	3.6	60.9%	184
-10	-5	8	0.0158%	$24.6	3.5	60.6%	193
-10	-9	0	-0.0554%	$38.1	3.5	58.8%	80
-10	-8	3	0.0157%	$28.5	3.5	60.8%	194
-10	-9	9	0.0055%	$36.5	3.5	62.3%	191
-9	-5	8	0.0650%	$30.2	3.5	63.0%	54
-10	-7	6	0.0217%	$30.4	3.5	65.6%	157
-3	-2	0	0.0152%	$14.8	3.5	59.5%	242
-10	-9	3	-0.0554%	$39.8	3.5	59.4%	64
-10	-9	1	0.0055%	$24.8	3.5	60.0%	310
-10	-8	0	0.0054%	$25.5	3.5	60.0%	320
-8	-2	10	0.0925%	$30.0	3.5	66.7%	48
-10	-4	8	0.0157%	$24.7	3.4	61.4%	202
-10	-8	-2	0.0297%	$20.7	3.4	56.2%	160
-8	-4	4	0.0747%	$31.0	3.4	57.8%	64
-10	-3	10	0.0608%	$29.0	3.4	63.5%	96
-10	-4	8	0.0341%	$25.0	3.4	60.8%	153
-4	-2	0	0.0108%	$16.4	3.4	59.6%	322
-10	-9	9	0.0152%	$38.9	3.4	62.9%	140
-8	-2	9	0.0925%	$29.4	3.4	64.6%	48
-10	-7	-5	0.0367%	$10.2	3.4	55.6%	160
-10	-7	10	0.0092%	$30.3	3.4	60.9%	184
-10	-9	3	0.0152%	$28.7	3.3	60.6%	198
-10	-9	-4	0.0152%	$16.3	3.3	55.2%	241
-10	-4	8	0.0536%	$25.0	3.3	59.8%	102
-10	-9	2	0.0055%	$25.8	3.3	60.8%	283
-9	-3	8	0.0856%	$24.3	3.3	55.9%	59
-9	-2	9	0.0198%	$20.5	3.3	62.0%	187
-10	-4	9	0.0341%	$27.2	3.3	63.1%	141
-10	-7	5	0.0217%	$27.7	3.3	64.2%	176
-10	-6	9	0.0267%	$30.2	3.3	62.4%	149
-10	-5	9	0.0158%	$24.7	3.3	59.0%	188
-8	-5	8	0.0147%	$23.7	3.3	60.6%	180
-10	-9	6	0.0458%	$32.5	3.3	64.9%	57
-10	-5	9	0.0315%	$26.8	3.3	61.1%	144
-10	-9	1	0.0152%	$25.1	3.3	60.0%	235
-10	-6	8	0.0267%	$27.7	3.3	62.6%	147
-10	-3	9	0.0608%	$27.3	3.3	62.5%	96
-10	-6	10	0.0267%	$30.2	3.2	61.7%	149
-10	-8	8	0.0297%	$29.5	3.2	60.8%	97
-10	-5	10	0.0315%	$27.5	3.2	58.3%	144
-10	-7	-2	0.0632%	$20.9	3.2	57.5%	80
-7	-4	0	-0.0587%	$27.7	3.2	56.2%	80
-10	-4	10	0.0925%	$32.4	3.2	70.7%	58
-10	-9	10	0.0055%	$35.5	3.2	61.8%	191
-10	-8	2	0.0157%	$26.0	3.2	60.0%	210
-10	-4	10	0.0341%	$27.1	3.2	61.7%	141
-6	-3	9	-0.0644%	$28.4	3.2	55.8%	43
-10	-8	0	0.0297%	$27.8	3.2	60.0%	160
-10	-9	-3	-0.0155%	$17.4	3.2	56.9%	239
-10	-8	3	0.0054%	$24.9	3.2	59.8%	261
-10	-9	-4	-0.0554%	$21.1	3.2	63.0%	81
-10	-7	5	0.0367%	$28.3	3.2	61.4%	127
-10	-9	-3	-0.0295%	$18.7	3.2	57.2%	159
-9	-2	9	0.0377%	$21.1	3.2	63.0%	135
-10	-5	8	0.0491%	$25.4	3.2	61.3%	106
-10	-8	-3	0.0157%	$15.7	3.2	56.2%	240
-10	-9	4	0.0458%	$31.0	3.2	60.3%	68
-9	-2	10	0.0603%	$22.6	3.2	61.5%	91
-10	-7	9	-0.0449%	$39.6	3.2	57.0%	86
-9	-2	9	0.0603%	$22.7	3.2	62.6%	91
-10	-5	10	0.0158%	$24.5	3.2	56.9%	188
-9	-2	10	0.0377%	$21.1	3.2	62.2%	135
-9	-2	10	0.0198%	$19.5	3.1	62.0%	187
-10	-7	6	0.0367%	$28.7	3.1	63.9%	108
-10	-8	-2	0.0157%	$17.0	3.1	57.5%	240
-8	-5	8	0.0232%	$23.9	3.1	60.1%	138
-10	-2	10	0.0401%	$21.7	3.1	62.6%	139
-10	-4	10	0.0536%	$28.3	3.1	64.1%	103
-10	-5	9	0.0491%	$28.7	3.1	61.6%	99
-10	-7	3	0.0367%	$25.3	3.1	62.0%	129
-7	-4	8	0.0226%	$24.3	3.1	61.3%	142
-10	-7	3	0.0217%	$23.7	3.1	59.6%	193
-10	-5	10	0.0869%	$34.0	3.1	61.4%	57
-10	-5	10	0.0491%	$29.3	3.1	59.6%	99
-10	-6	8	0.0108%	$24.3	3.1	61.5%	195
-10	-9	10	0.0152%	$37.5	3.1	62.1%	140
-7	-3	9	-0.0390%	$22.7	3.1	55.4%	83
-9	-4	8	0.0469%	$24.2	3.1	59.4%	101
-10	-9	2	0.0152%	$25.4	3.0	60.7%	214
-10	-5	9	0.0869%	$32.7	3.0	61.4%	57
-9	-4	10	0.0788%	$31.4	3.0	66.7%	51
-10	-4	9	0.0536%	$27.1	3.0	64.1%	103
-10	-4	9	0.0925%	$29.7	3.0	69.0%	58
-10	-9	-5	0.0055%	$11.7	3.0	55.1%	321
-10	-2	9	0.0401%	$20.8	3.0	64.0%	139
-10	-9	-1	0.0152%	$19.9	3.0	56.4%	241
-10	-8	-2	0.0054%	$15.5	3.0	56.6%	320
-10	-3	8	0.0376%	$21.1	3.0	56.0%	159
-10	-7	7	0.0217%	$24.9	3.0	61.1%	144
-10	-4	9	0.0157%	$23.4	3.0	62.0%	184
-7	-2	3	-0.0852%	$18.9	3.0	57.6%	66
-10	-8	-4	0.0297%	$14.5	3.0	55.6%	160
-9	-4	7	0.0788%	$25.0	3.0	61.5%	52
-10	-8	6	0.0297%	$27.4	3.0	62.2%	111
-10	-8	-3	-0.0668%	$20.4	3.0	60.0%	80
-10	-8	7	0.0054%	$23.8	3.0	61.6%	190
-9	-4	9	0.0788%	$29.5	3.0	64.7%	51
-10	-6	9	0.0431%	$30.2	3.0	62.4%	101
-10	-8	2	0.0054%	$22.7	2.9	59.3%	280
-10	-9	-6	0.0458%	$15.2	2.9	56.8%	81
-10	-4	5	0.0157%	$20.6	2.9	61.4%	241
-3	-2	3	0.0245%	$15.1	2.9	55.8%	129
-10	-8	1	0.0157%	$21.7	2.9	58.8%	233
-7	-4	7	0.0127%	$18.9	2.9	60.4%	202
-10	-2	10	0.0689%	$22.8	2.9	63.2%	95
-10	-6	10	0.0431%	$30.2	2.9	62.4%	101
-10	-6	9	-0.0802%	$45.8	2.9	56.8%	44
-10	-5	8	-0.0907%	$35.2	2.9	55.3%	47
-10	-9	-1	0.0248%	$20.5	2.9	55.3%	161
-10	-4	0	0.0157%	$17.9	2.9	60.4%	321
-10	-2	9	0.0223%	$18.4	2.9	62.3%	183
-10	-3	10	0.1000%	$29.5	2.9	61.4%	57
-10	-4	10	0.0157%	$22.9	2.9	60.3%	184
-10	-8	4	0.0157%	$23.3	2.9	57.6%	177
-9	-3	0	0.0155%	$17.2	2.9	60.9%	320
-10	-4	-1	-0.0582%	$13.3	2.8	55.9%	161
-10	-4	3	0.0157%	$17.2	2.8	58.3%	266
-10	-2	10	0.0223%	$18.2	2.8	61.7%	183
-9	-8	-5	0.0261%	$14.2	2.8	57.0%	79
-9	-6	8	0.0097%	$21.3	2.8	63.2%	190
-10	-7	8	0.0092%	$23.4	2.8	59.7%	191
-10	-2	0	0.0223%	$14.1	2.8	57.5%	322
-8	-2	9	0.0371%	$18.9	2.8	62.3%	138
-3	-2	3	0.0356%	$16.8	2.8	55.2%	67
-10	-8	-1	0.0157%	$17.0	2.8	57.9%	240
-10	-3	9	0.1000%	$27.8	2.8	59.6%	57
-9	-5	10	0.0650%	$29.7	2.8	58.0%	50
-10	-8	-1	0.0054%	$16.0	2.8	57.2%	320
-8	-2	10	0.0371%	$18.7	2.8	61.6%	138
-10	-8	-4	0.0157%	$12.1	2.8	55.8%	240
-10	-7	6	0.0092%	$23.4	2.8	63.3%	210
-9	-4	-1	-0.0772%	$14.9	2.7	56.8%	81
-10	-8	0	0.0567%	$29.7	2.7	61.3%	80
-9	-3	10	0.0504%	$23.9	2.7	59.1%	93
-10	-4	3	0.0536%	$18.3	2.7	60.2%	133
-10	-9	-1	0.0055%	$16.7	2.7	56.7%	321
-10	-9	3	0.0458%	$25.5	2.7	59.7%	67
-7	-6	8	0.0054%	$22.3	2.7	60.8%	181
-9	-3	10	0.0856%	$26.5	2.7	58.5%	53
-10	-6	9	0.0108%	$23.6	2.7	60.2%	186
-8	-5	8	0.0641%	$26.2	2.7	60.8%	51
-10	-2	0	0.0401%	$15.0	2.7	57.9%	242
-10	-4	4	0.0925%	$22.5	2.7	61.5%	65
-10	-9	-1	0.0458%	$23.3	2.7	60.5%	81
-10	-7	5	0.0092%	$22.6	2.7	62.5%	232
-10	-8	7	0.0157%	$22.6	2.7	59.4%	143
-10	-8	-1	-0.0396%	$19.8	2.7	56.9%	160
-10	-7	7	0.0092%	$22.2	2.7	61.6%	190
-9	-5	8	0.0247%	$20.4	2.7	60.4%	139
-9	-4	8	0.0140%	$19.0	2.7	59.9%	192
-10	-8	-1	0.0297%	$18.5	2.7	56.9%	160
-3	-2	5	0.0245%	$15.2	2.7	61.9%	113
-10	-8	4	0.0054%	$20.9	2.7	57.4%	235
-8	-2	7	0.0925%	$17.9	2.7	64.6%	48
-10	-9	1	-0.0554%	$32.9	2.7	59.5%	79
-4	-3	-2	-0.0304%	$9.3	2.7	55.6%	81
-9	-5	10	0.0403%	$25.6	2.7	56.7%	97
-6	-4	-1	-0.0554%	$12.5	2.7	58.0%	81
-10	-8	-1	0.0567%	$22.6	2.7	65.0%	80
-10	-6	10	0.0108%	$23.2	2.7	59.1%	186
-10	-6	6	0.0108%	$21.2	2.7	63.0%	219
-8	-4	8	0.0267%	$19.6	2.7	56.6%	145
-10	-6	5	0.0431%	$23.1	2.6	61.5%	130
-9	-6	8	0.0202%	$21.3	2.6	61.6%	146
-7	-4	7	0.0226%	$18.0	2.6	58.3%	151
-8	-4	5	0.0747%	$26.1	2.6	58.6%	70
-8	-4	7	0.0747%	$21.6	2.6	57.7%	52
-8	-4	9	0.0146%	$20.6	2.6	60.6%	180
-7	-2	9	-0.0852%	$21.9	2.6	56.4%	39
-10	-7	3	0.0092%	$19.6	2.6	59.4%	266
-10	-3	9	0.0376%	$21.1	2.6	60.8%	143
-10	-2	9	0.0689%	$20.4	2.6	64.2%	95
-6	-2	0	-0.0820%	$17.2	2.6	65.0%	80
-6	-5	-4	-0.0280%	$8.0	2.6	56.8%	81
-8	-4	5	0.0146%	$18.9	2.6	60.1%	238
-10	-4	5	0.0341%	$19.2	2.6	61.5%	179
-9	-6	8	0.0321%	$22.9	2.6	61.4%	101
-9	-4	8	0.0277%	$19.4	2.6	59.3%	145
-8	-4	8	0.0146%	$18.7	2.6	59.0%	188
-9	-5	8	0.0105%	$18.6	2.6	60.0%	195
-7	-3	3	-0.0680%	$20.0	2.6	55.4%	65
-9	-5	9	0.0403%	$23.9	2.6	57.7%	97
-10	-6	6	0.0267%	$22.1	2.6	64.5%	169
-8	-2	9	0.0201%	$16.3	2.6	60.8%	181
-9	-5	9	0.0650%	$26.6	2.6	58.0%	50
-10	-2	8	0.0401%	$15.9	2.6	55.6%	153
-10	-8	6	0.0567%	$27.5	2.6	63.6%	66
-10	-5	-3	-0.0907%	$13.0	2.6	55.6%	81
-10	-3	10	0.0376%	$20.9	2.6	59.4%	143
-10	-6	5	0.0748%	$25.3	2.6	58.5%	65
-10	-8	-2	-0.0396%	$17.7	2.6	56.2%	160
-9	-3	8	0.0155%	$16.5	2.5	56.7%	194
-10	-5	-3	-0.0474%	$11.0	2.5	55.9%	161
-10	-3	9	0.0203%	$18.5	2.5	60.4%	187
-9	-2	10	0.0928%	$21.8	2.5	60.8%	51
-10	-9	4	0.0055%	$20.5	2.5	56.9%	246
-8	-2	0	0.0371%	$13.8	2.5	57.3%	241
-9	-3	9	0.0504%	$21.5	2.5	58.1%	93
-3	-2	3	0.0152%	$12.4	2.5	55.1%	196
-10	-4	6	0.0157%	$18.4	2.5	59.7%	221
-8	-7	7	0.0196%	$22.7	2.5	65.3%	98
-8	-2	0	0.0594%	$15.7	2.5	57.1%	161
-9	-6	7	0.0097%	$18.1	2.5	62.6%	203
-10	-8	-3	-0.0396%	$14.2	2.5	55.6%	160
-8	-4	10	0.0146%	$20.1	2.5	59.4%	180
-8	-2	10	0.0201%	$15.7	2.5	60.8%	181
-8	-4	0	0.0146%	$15.3	2.5	59.4%	318
-10	-4	4	0.0157%	$15.4	2.5	59.8%	241
-7	-4	0	0.0127%	$15.4	2.5	57.5%	320
-5	-3	7	0.0053%	$15.2	2.5	62.1%	195
-10	-3	0	0.0376%	$16.0	2.5	59.3%	241
-7	-3	6	-0.0680%	$20.3	2.5	55.8%	52
-10	-4	5	0.0536%	$19.5	2.5	63.9%	122
-10	-7	5	-0.0746%	$31.5	2.4	55.7%	61
-10	-4	-1	-0.1058%	$13.6	2.4	59.3%	81
-10	-4	2	0.0157%	$15.3	2.4	56.1%	287
-10	-7	5	0.0632%	$25.2	2.4	65.1%	63
-9	-4	5	0.0469%	$20.5	2.4	59.7%	129
-10	-4	-2	0.0157%	$7.6	2.4	55.6%	322
-10	-9	-6	0.0248%	$10.0	2.4	55.9%	161
-8	-4	7	0.0146%	$16.8	2.4	60.7%	196
-10	-3	8	0.0203%	$16.0	2.4	55.4%	202
-9	-4	0	0.0140%	$14.9	2.4	59.4%	320
-10	-8	4	0.0567%	$24.9	2.4	60.0%	65
-9	-2	0	0.0198%	$11.9	2.4	57.1%	319
-9	-2	0	0.0377%	$13.0	2.4	56.7%	240
-10	-7	-1	-0.0746%	$18.4	2.4	62.5%	80
-10	-3	10	0.0203%	$17.9	2.4	58.8%	187
-10	-8	5	-0.0668%	$33.7	2.4	60.0%	60
-10	-2	10	0.1115%	$21.0	2.4	62.3%	53
-10	-2	0	0.0689%	$15.0	2.4	56.5%	161
-7	-5	8	0.0197%	$20.4	2.4	59.3%	135
-10	-7	0	0.0632%	$24.1	2.4	61.3%	80
-9	-7	8	0.0245%	$24.0	2.4	66.0%	100
-10	-6	6	0.0431%	$22.1	2.4	63.8%	116
-10	-8	3	0.0297%	$20.4	2.4	59.1%	132
-9	-3	9	0.0856%	$22.7	2.4	56.6%	53
-5	-2	0	0.0123%	$12.0	2.4	56.5%	322
-10	-4	7	0.0157%	$16.2	2.4	60.1%	203
-10	-8	1	0.0054%	$17.3	2.4	57.3%	309
-8	-5	9	0.0147%	$18.9	2.4	57.3%	192
-9	-4	9	0.0140%	$18.8	2.4	58.9%	180
-10	-7	2	0.0367%	$19.3	2.4	61.7%	141
-10	-4	4	0.0341%	$15.5	2.4	59.9%	177
-10	-5	7	0.0491%	$18.3	2.4	61.6%	112
-10	-7	0	0.0367%	$19.4	2.3	60.6%	160
-3	-2	5	0.0152%	$13.3	2.3	59.0%	178
-10	-7	2	0.0217%	$18.3	2.3	60.8%	209
-10	-5	5	0.0158%	$16.1	2.3	60.3%	239
-6	-2	0	0.0153%	$11.8	2.3	57.1%	322
-10	-8	-6	0.0567%	$7.7	2.3	60.0%	80
-7	-4	8	0.0127%	$17.6	2.3	60.0%	185
-10	-7	0	0.0092%	$17.9	2.3	60.9%	320
-7	-2	0	-0.0852%	$14.8	2.3	60.8%	79
-9	-6	8	0.0538%	$25.9	2.3	60.9%	46
-9	-4	5	0.0788%	$22.3	2.3	59.4%	69
-10	-8	4	0.0297%	$20.2	2.3	57.9%	121
-10	-8	7	0.0567%	$25.4	2.3	61.5%	52
-9	-4	10	0.0469%	$21.7	2.3	59.4%	96
-7	-2	9	-0.0487%	$17.5	2.3	57.5%	87
-8	-5	10	0.0147%	$18.4	2.3	55.7%	192
-8	-4	10	0.0747%	$23.7	2.3	62.3%	53
-8	-4	5	0.0267%	$17.0	2.3	56.4%	179
-10	-3	0	0.0203%	$13.7	2.3	57.5%	322
-8	-6	8	0.0197%	$18.5	2.3	59.9%	137
-3	-2	3	0.0061%	$10.8	2.3	55.4%	258
-10	-4	7	0.0925%	$19.5	2.3	63.0%	54
-8	-6	8	0.0295%	$20.6	2.3	60.6%	94
-10	-4	3	0.0341%	$14.2	2.3	56.8%	199
-10	-4	3	0.0925%	$17.4	2.3	58.9%	73
-10	-6	7	0.0431%	$20.3	2.3	62.9%	105
-9	-4	10	0.0140%	$18.6	2.3	57.2%	180
-10	-5	0	0.0315%	$15.4	2.3	58.5%	241
-8	-3	0	0.0154%	$13.8	2.3	59.1%	320
-10	-6	7	0.0108%	$17.4	2.3	60.7%	201
-10	-6	0	0.0431%	$18.7	2.2	60.9%	161
-7	-6	8	0.0105%	$19.7	2.2	58.7%	138
-10	-6	0	0.0267%	$17.1	2.2	60.6%	241
-8	-2	10	0.0594%	$16.9	2.2	60.9%	92
-9	-4	4	0.0469%	$16.9	2.2	59.7%	124
-9	-4	7	0.0140%	$15.4	2.2	61.1%	208
-6	-4	7	0.0056%	$14.8	2.2	61.2%	188
-10	-7	8	-0.0449%	$25.2	2.2	55.4%	83
-7	-2	0	0.0197%	$11.3	2.2	56.6%	320
-9	-3	7	0.0155%	$14.1	2.2	60.8%	209
-3	-2	6	0.0356%	$14.3	2.2	60.0%	60
-7	-4	0	0.0226%	$15.2	2.2	56.7%	240
-8	-2	9	0.0594%	$16.6	2.2	60.9%	92
-8	-3	9	0.0154%	$17.1	2.2	61.9%	189
-7	-2	10	-0.0487%	$16.4	2.2	57.5%	87
-7	-5	8	0.0319%	$21.3	2.2	56.1%	98
-4	-3	-1	-0.0304%	$10.4	2.2	55.6%	81
-8	-5	5	0.0147%	$15.6	2.2	58.9%	253
-10	-5	7	0.0869%	$20.5	2.2	63.6%	55
-10	-4	0	0.0341%	$14.5	2.2	58.5%	241
-10	-9	4	-0.0554%	$27.0	2.2	60.9%	69
-9	-4	3	-0.0772%	$17.8	2.2	59.7%	67
-10	-5	5	-0.0907%	$27.7	2.2	55.7%	61
-10	-6	7	0.0748%	$21.8	2.2	62.0%	50
-10	-7	0	0.0217%	$17.7	2.2	59.2%	240
-6	-3	7	0.0098%	$13.8	2.2	59.4%	192
-6	-3	9	-0.0397%	$17.2	2.2	55.8%	86
-10	-6	5	0.0108%	$16.8	2.2	58.3%	240
-10	-5	0	0.0158%	$13.4	2.2	56.8%	322
-10	-2	5	0.0401%	$13.4	2.2	58.6%	181
-10	-4	4	0.0536%	$14.9	2.2	60.5%	119
-9	-2	9	0.0928%	$18.4	2.2	60.8%	51
-8	-6	7	0.0197%	$17.0	2.2	58.4%	154
-9	-7	10	0.0425%	$26.0	2.2	65.3%	49
-9	-4	5	0.0140%	$15.8	2.1	59.3%	241
-9	-4	9	0.0469%	$19.7	2.1	58.3%	96
-5	-4	-3	-0.0454%	$6.7	2.1	55.6%	81
-10	-5	7	0.0158%	$14.3	2.1	58.5%	207
-8	-7	8	0.0196%	$18.9	2.1	65.2%	89
-9	-4	9	0.0277%	$18.2	2.1	59.7%	134
-8	-3	10	0.0154%	$16.3	2.1	59.3%	189
-5	-4	0	0.0052%	$13.5	2.1	57.8%	322
-10	-2	9	0.1115%	$18.2	2.1	64.2%	53
-8	-4	9	0.0267%	$17.7	2.1	58.4%	137
-9	-7	10	0.0245%	$24.0	2.1	64.2%	95
-8	-2	0	-0.0906%	$13.6	2.1	60.0%	80
-8	-3	7	0.0154%	$13.5	2.1	59.5%	205
-9	-4	10	0.0277%	$18.5	2.1	59.0%	134
-8	-2	0	0.0201%	$10.6	2.1	56.7%	321
-10	-6	0	0.0108%	$15.6	2.1	59.0%	322
-10	-8	7	-0.0668%	$26.3	2.1	55.8%	52
-9	-2	7	0.0603%	$12.5	2.1	58.6%	99
-10	-7	4	0.0217%	$16.8	2.1	58.0%	176
-10	-7	-1	-0.0449%	$14.1	2.1	56.2%	160
-8	-7	5	0.0196%	$18.5	2.1	64.1%	131
-9	-7	8	0.0425%	$21.6	2.1	66.7%	48
-7	-5	8	0.0526%	$20.9	2.1	55.8%	52
-8	-4	0	0.0747%	$18.7	2.1	55.6%	81
-6	-2	0	0.0472%	$12.6	2.1	57.1%	161
-10	-7	6	0.0632%	$21.4	2.1	61.3%	62
-10	-4	-2	0.0536%	$7.7	2.1	58.4%	161
-10	-2	5	0.0223%	$12.1	2.1	57.6%	238
-8	-5	9	0.0641%	$22.8	2.1	56.2%	48
-5	-2	7	0.0123%	$11.3	2.1	62.4%	189
-4	-3	7	0.0051%	$12.2	2.0	57.1%	210
-10	-2	3	0.0223%	$10.0	2.0	55.3%	275
-9	-4	4	0.0788%	$18.8	2.0	56.2%	64
-10	-2	2	0.0401%	$10.7	2.0	56.0%	218
-10	-7	2	0.0092%	$15.6	2.0	61.1%	280
-10	-4	0	0.0536%	$14.5	2.0	59.6%	161
-10	-4	-2	0.0341%	$6.8	2.0	55.4%	242
-4	-3	0	0.0051%	$12.4	2.0	58.2%	323
-8	-5	7	0.0147%	$13.9	2.0	57.5%	214
-8	-4	9	0.0747%	$20.5	2.0	60.4%	53
-8	-4	10	0.0435%	$18.9	2.0	56.8%	95
-3	-2	2	0.0152%	$10.5	2.0	57.0%	221
-9	-2	7	0.0198%	$11.0	2.0	59.8%	204
-10	-3	5	0.0376%	$14.7	2.0	58.2%	182
-8	-7	5	0.0051%	$16.9	2.0	62.3%	247
-10	-9	1	0.0458%	$17.7	2.0	58.2%	79
-8	-4	10	0.0267%	$17.4	2.0	57.7%	137
-9	-7	9	0.0245%	$22.8	2.0	62.1%	95
-8	-5	10	0.0641%	$22.6	2.0	56.2%	48
-10	-6	5	0.0267%	$16.4	2.0	58.5%	188
-3	-2	5	0.0061%	$11.1	2.0	55.8%	224
-10	-3	0	0.0608%	$14.1	2.0	57.8%	161
-7	-4	5	0.0127%	$15.5	2.0	59.5%	237

@MME#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-7	-6	0.0791%	$8.5	5.1	58.0%	81
-10	-4	-2	-0.1090%	$11.4	5.0	58.0%	81
-10	-7	-5	0.0791%	$12.1	5.0	56.8%	81
-10	-7	9	0.0791%	$30.0	4.6	59.7%	67
-7	-4	-1	-0.0695%	$13.8	4.5	61.7%	81
-10	-7	10	0.0791%	$27.3	4.4	62.7%	67
-8	-7	8	0.0359%	$20.8	4.2	59.1%	66
-10	-4	-1	-0.1090%	$13.2	4.2	58.0%	81
-10	-7	-3	0.0791%	$14.7	4.2	58.0%	81
-10	-7	4	0.0791%	$24.4	4.2	62.3%	77
-8	-7	6	0.0359%	$20.1	4.2	56.8%	74
-10	-7	0	0.0791%	$24.9	4.0	56.8%	81
-10	-9	9	-0.0629%	$26.9	4.0	55.2%	67
-8	-7	4	0.0359%	$18.8	4.0	57.9%	76
-10	-7	8	0.0791%	$27.6	3.9	63.4%	71
-8	-7	7	0.0359%	$18.1	3.9	58.6%	70
-8	-4	4	0.0941%	$16.6	3.9	64.9%	74
-8	-7	10	0.0359%	$17.2	3.8	58.8%	68
-5	-4	-2	-0.0496%	$8.9	3.8	58.0%	81
-8	-4	3	0.0941%	$17.7	3.8	63.2%	76
-8	-4	-1	-0.0769%	$12.1	3.8	56.8%	81
-8	-7	4	0.0221%	$16.7	3.8	56.3%	151
-8	-7	9	0.0359%	$17.1	3.7	60.3%	68
-10	-7	2	0.0791%	$22.4	3.7	57.5%	80
-9	-4	-1	-0.0902%	$11.8	3.6	56.8%	81
-10	-7	-4	0.0791%	$12.7	3.6	58.0%	81
-10	-9	8	0.0594%	$16.8	3.6	57.7%	71
-8	-7	2	0.0359%	$14.9	3.5	60.8%	79
-7	-3	-1	-0.0820%	$9.5	3.5	58.0%	81
-8	-4	0	0.0941%	$20.4	3.5	59.3%	81
-10	-9	9	0.0594%	$17.7	3.5	58.3%	72
-10	-8	0	-0.0756%	$18.5	3.4	58.0%	81
-8	-3	3	-0.0830%	$15.9	3.4	55.8%	77
-10	-7	7	0.0791%	$22.0	3.4	58.3%	72
-10	-3	-2	-0.1249%	$5.7	3.4	56.8%	81
-5	-4	-1	-0.0496%	$9.6	3.3	61.7%	81
-8	-7	2	0.0221%	$14.6	3.3	55.7%	158
-10	-6	-1	-0.0882%	$14.2	3.3	55.6%	81
-8	-7	3	0.0359%	$14.3	3.2	60.0%	75
-8	-7	4	0.0114%	$14.2	3.2	55.7%	230
-10	-7	4	0.0441%	$16.8	3.2	60.4%	149
-10	-9	7	0.0594%	$14.2	3.2	56.3%	71
-8	-7	0	0.0359%	$15.3	3.2	56.8%	81
-8	-7	8	0.0221%	$15.0	3.1	57.9%	140
-10	-7	8	0.0441%	$19.0	3.1	57.7%	142
-10	-6	6	-0.0882%	$21.8	3.1	56.2%	73
-10	-4	-1	-0.0692%	$8.8	3.1	55.6%	162
-10	-7	3	0.0791%	$19.8	3.1	58.2%	79
-10	-7	6	0.0791%	$19.3	3.1	59.5%	74
-10	-4	-3	0.1223%	$4.5	3.0	55.6%	81
-5	-4	-3	-0.0496%	$4.8	3.0	55.6%	81
-8	-7	10	0.0221%	$14.2	3.0	57.5%	134
-7	-4	-2	-0.0695%	$7.2	3.0	55.6%	81
-8	-7	6	0.0221%	$14.1	3.0	55.0%	149
-8	-7	2	0.0114%	$13.3	3.0	56.4%	236
-8	-4	-1	-0.0477%	$8.1	3.0	55.6%	162
-8	-7	9	0.0221%	$13.8	3.0	56.7%	134
-8	-3	-1	-0.0830%	$7.9	3.0	58.0%	81
-10	-7	5	0.0791%	$17.6	3.0	55.1%	78
-10	-9	10	0.0594%	$15.1	2.9	56.9%	72
-10	-9	6	0.0594%	$13.1	2.9	57.1%	70
-8	-7	6	0.0114%	$13.4	2.9	55.7%	219
-10	-7	8	0.0262%	$16.1	2.9	56.8%	206
-10	-4	6	-0.1090%	$16.7	2.9	56.2%	73
-10	-7	4	0.0262%	$13.3	2.8	57.5%	221
-10	-8	9	-0.0756%	$18.3	2.8	55.6%	72
-10	-8	-5	0.0690%	$9.0	2.7	55.6%	81
-10	-7	9	0.0441%	$15.8	2.7	56.2%	137
-10	-7	5	0.0441%	$14.1	2.6	56.8%	155
-10	-7	2	0.0441%	$13.8	2.6	56.0%	159
-8	-6	5	-0.0525%	$19.1	2.6	55.3%	76
-10	-4	9	-0.1090%	$14.7	2.6	55.6%	72
-8	-7	10	0.0114%	$12.1	2.6	55.2%	203
-8	-5	0	0.0717%	$15.8	2.6	55.6%	81
-8	-7	0	0.0114%	$12.2	2.6	55.6%	243
-8	-7	1	0.0359%	$11.5	2.5	57.0%	79
-6	-4	-1	-0.0637%	$7.1	2.5	55.6%	81
-10	-7	3	0.0441%	$13.8	2.5	56.5%	154
-10	-7	2	0.0262%	$11.8	2.4	56.1%	237
-10	-5	0	0.0187%	$10.6	2.4	55.9%	324
-10	-7	9	0.0262%	$12.8	2.4	55.9%	213
-10	-9	5	0.0594%	$11.7	2.4	55.3%	76
-10	-4	10	-0.1090%	$13.9	2.4	58.3%	72
-10	-7	8	0.0095%	$12.1	2.4	55.7%	282
-10	-9	8	0.0345%	$12.8	2.4	59.6%	141
-8	-7	8	0.0114%	$11.3	2.4	55.1%	214
-10	-7	5	0.0262%	$11.5	2.4	56.3%	231
-8	-7	7	0.0114%	$11.2	2.4	55.8%	217
-10	-7	1	0.0791%	$14.1	2.4	55.7%	79
-10	-7	7	0.0441%	$13.5	2.4	55.4%	148
-10	-9	4	0.0594%	$12.0	2.3	55.1%	78
-8	-4	8	0.0941%	$12.9	2.3	58.1%	74
-10	-9	3	0.0594%	$12.2	2.3	59.0%	78
-8	-4	9	0.0941%	$12.5	2.3	66.7%	63
-10	-7	10	0.0441%	$13.3	2.3	56.2%	137
-8	-4	10	-0.0769%	$18.9	2.3	61.4%	70
-10	-7	4	0.0095%	$10.3	2.3	55.6%	302
-10	-9	4	-0.0629%	$15.4	2.3	55.1%	78
-10	-7	6	0.0441%	$12.7	2.3	58.1%	148
-5	-4	3	-0.0496%	$9.9	2.3	55.1%	78
-8	-7	1	0.0221%	$10.4	2.3	56.2%	160
-10	-7	2	0.0095%	$10.0	2.3	55.3%	318
-10	-5	6	-0.0980%	$16.6	2.2	55.6%	72
-10	-4	0	0.0192%	$8.8	2.2	55.9%	324
-5	-4	2	0.0556%	$10.4	2.2	55.7%	79
-10	-9	9	-0.0351%	$13.7	2.2	56.4%	133
-10	-7	3	0.0262%	$11.2	2.2	55.0%	229
-10	-9	-1	-0.0629%	$11.5	2.2	55.6%	81
-8	-4	5	0.0941%	$10.3	2.2	59.5%	74
-5	-4	0	0.0556%	$12.6	2.2	60.5%	81
-10	-9	-3	0.0594%	$9.9	2.2	59.3%	81
-10	-9	9	0.0345%	$12.0	2.2	58.9%	141
-10	-9	5	0.0345%	$11.1	2.1	57.8%	154
-10	-7	6	0.0262%	$10.9	2.1	56.1%	221
-9	-7	8	0.0480%	$15.8	2.1	56.1%	66
-8	-4	9	-0.0769%	$14.2	2.1	58.6%	70
-10	-9	4	0.0345%	$11.2	2.1	57.3%	150
-10	-7	10	0.0262%	$10.9	2.1	55.4%	213
-10	-7	5	0.0095%	$9.2	2.1	55.2%	306
-10	-9	9	-0.0190%	$11.4	2.1	55.4%	204
-8	-4	6	-0.0769%	$13.6	2.0	56.2%	73
-8	-7	1	0.0114%	$9.0	2.0	55.6%	241

@NQ#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-7	-6	0.1309%	$52.5	6.3	70.4%	81
-10	-7	-5	0.1309%	$84.3	5.8	65.4%	81
-10	-4	0	-0.1742%	$115.3	5.1	64.2%	81
-9	-2	0	-0.1576%	$82.7	4.5	60.5%	81
-10	-2	0	-0.1962%	$91.8	4.5	63.0%	81
-10	-8	-5	0.1146%	$73.7	4.2	59.3%	81
-10	-7	-3	0.1309%	$75.6	4.1	58.0%	81
-7	-2	2	0.0882%	$94.5	4.1	62.7%	161
-5	-2	2	0.0636%	$87.3	4.0	64.6%	161
-5	-2	0	-0.1093%	$66.4	3.9	59.3%	81
-10	-7	-4	0.1309%	$62.7	3.9	60.5%	81
-5	-2	4	0.0636%	$90.0	3.9	66.5%	161
-10	-8	-3	0.1146%	$85.4	3.9	58.0%	81
-5	-2	10	0.0636%	$98.1	3.9	64.6%	161
-10	-9	-1	-0.1223%	$94.1	3.9	56.8%	81
-10	-3	0	-0.2085%	$83.3	3.8	64.2%	81
-5	-2	3	0.0636%	$84.6	3.8	65.2%	161
-10	-8	-6	0.1146%	$46.5	3.8	56.8%	81
-3	-2	0	-0.0480%	$60.7	3.7	56.8%	81
-5	-2	9	0.0636%	$94.7	3.7	64.6%	161
-7	-2	3	0.0882%	$85.4	3.6	60.2%	161
-8	-2	3	0.1613%	$93.7	3.5	63.0%	81
-5	-2	8	0.0636%	$91.3	3.5	65.2%	161
-7	-2	4	0.0882%	$87.1	3.5	60.2%	161
-7	-2	2	0.0571%	$69.1	3.4	61.6%	242
-9	-4	0	-0.1485%	$75.1	3.4	59.3%	81
-6	-2	0	-0.1334%	$70.2	3.4	60.5%	81
-10	-9	-3	-0.1223%	$74.9	3.3	59.3%	81
-10	-8	-4	0.1146%	$63.1	3.3	59.3%	81
-5	-2	2	0.1024%	$76.4	3.3	61.7%	81
-8	-2	4	0.1613%	$90.2	3.2	63.0%	81
-9	-7	-6	0.0373%	$24.4	3.2	60.2%	161
-8	-2	9	0.0985%	$82.2	3.2	64.0%	161
-8	-2	2	0.1613%	$88.0	3.2	63.0%	81
-5	-2	10	0.1024%	$81.7	3.2	65.4%	81
-5	-4	0	-0.0853%	$69.2	3.2	55.6%	81
-10	-7	-6	0.0678%	$24.3	3.2	60.9%	161
-5	-3	0	-0.1011%	$58.9	3.2	58.0%	81
-5	-2	8	0.1024%	$84.3	3.2	66.7%	81
-7	-2	3	0.0571%	$65.8	3.2	59.1%	242
-8	-4	3	0.1521%	$97.5	3.2	63.0%	81
-5	-2	9	0.1024%	$82.3	3.2	65.4%	81
-10	-2	0	-0.1179%	$51.9	3.2	57.8%	161
-9	-7	-6	0.0193%	$20.8	3.1	58.3%	242
-8	-4	10	0.1521%	$102.0	3.1	65.4%	81
-7	-4	0	-0.1098%	$65.7	3.1	59.3%	81
-5	-2	5	0.0636%	$77.2	3.1	64.6%	161
-10	-7	-5	0.0167%	$36.3	3.1	59.6%	322
-10	-9	1	-0.1223%	$105.2	3.1	56.8%	81
-8	-2	10	0.0985%	$79.8	3.1	62.7%	161
-8	-2	10	0.1613%	$90.6	3.1	64.2%	81
-8	-4	2	0.1521%	$93.8	3.1	66.7%	81
-7	-3	2	0.1358%	$81.9	3.1	58.0%	81
-7	-2	4	0.0571%	$66.9	3.1	59.5%	242
-7	-2	3	0.1475%	$88.0	3.1	58.0%	81
-8	-4	9	0.1521%	$98.1	3.1	63.0%	81
-10	-7	-6	0.0167%	$19.5	3.1	60.2%	322
-7	-2	4	0.1475%	$90.3	3.0	58.0%	81
-8	-2	9	0.1613%	$89.8	3.0	64.2%	81
-5	-2	7	0.0636%	$79.4	3.0	64.0%	161
-10	-9	4	-0.1223%	$106.4	3.0	58.0%	81
-10	-7	-6	0.0384%	$20.3	3.0	59.9%	242
-10	-7	-5	0.0384%	$38.3	3.0	59.9%	242
-10	-7	4	0.0167%	$80.7	3.0	58.1%	322
-10	-7	3	0.0167%	$78.2	3.0	56.8%	322
-10	-4	0	-0.0602%	$51.7	3.0	55.4%	242
-7	-2	9	0.1475%	$94.5	3.0	63.0%	81
-9	-3	0	-0.1515%	$61.0	3.0	60.5%	81
-7	-2	2	0.1475%	$84.8	2.9	58.0%	81
-10	-7	-5	0.0678%	$42.2	2.9	60.2%	161
-6	-2	3	0.0450%	$61.0	2.9	58.7%	242
-9	-7	-6	0.0716%	$24.4	2.9	59.3%	81
-7	-2	10	0.1475%	$91.9	2.9	61.7%	81
-5	-2	4	0.1024%	$67.0	2.9	66.7%	81
-8	-4	8	0.1521%	$92.5	2.9	64.2%	81
-5	-2	2	0.0371%	$59.2	2.9	60.7%	242
-8	-7	9	0.0549%	$103.1	2.9	55.6%	81
-8	-2	8	0.0985%	$74.5	2.9	63.4%	161
-6	-2	2	0.0450%	$58.5	2.9	60.3%	242
-5	-4	1	-0.0853%	$69.3	2.9	56.8%	81
-6	-2	0	-0.0733%	$47.3	2.9	55.9%	161
-9	-7	-6	0.0044%	$17.3	2.9	57.1%	322
-6	-2	10	0.0450%	$66.6	2.9	63.6%	242
-10	-9	-5	0.1084%	$51.1	2.9	58.0%	81
-7	-3	4	0.1358%	$80.5	2.8	56.8%	81
-8	-4	4	0.1521%	$92.1	2.8	60.5%	81
-7	-2	1	0.0882%	$60.4	2.8	61.5%	161
-8	-2	8	0.1613%	$84.6	2.8	64.2%	81
-5	-2	4	0.0371%	$64.2	2.8	60.7%	242
-6	-2	9	0.0450%	$65.8	2.8	63.6%	242
-3	-2	3	-0.0480%	$67.0	2.8	60.5%	81
-7	-2	8	0.1475%	$91.4	2.8	61.7%	81
-10	-8	-1	0.1146%	$71.7	2.8	56.8%	81
-5	-2	6	0.0636%	$74.3	2.8	64.6%	161
-7	-2	8	0.0571%	$68.6	2.8	62.8%	242
-10	-9	3	0.0374%	$73.9	2.8	58.7%	242
-5	-2	3	0.1024%	$63.3	2.8	65.4%	81
-10	-7	2	0.0167%	$70.1	2.8	55.6%	322
-8	-2	0	-0.1313%	$55.1	2.8	59.3%	81
-5	-4	10	0.0894%	$85.5	2.8	61.7%	81
-6	-4	1	-0.1014%	$63.1	2.8	59.3%	81
-8	-3	0	-0.1287%	$58.1	2.8	61.7%	81
-7	-2	0	0.1475%	$48.0	2.8	58.0%	81
-7	-2	7	0.0571%	$65.6	2.8	62.4%	242
-10	-9	9	0.0374%	$83.4	2.8	58.3%	242
-7	-2	0	0.0882%	$40.0	2.8	59.6%	161
-10	-7	8	0.0167%	$76.1	2.8	55.9%	322
-6	-2	4	0.0450%	$59.5	2.8	59.9%	242
-10	-9	10	0.0374%	$83.9	2.8	57.0%	242
-10	-9	8	0.0374%	$80.9	2.7	57.4%	242
-10	-9	3	0.0181%	$66.9	2.7	56.2%	322
-6	-2	8	0.0450%	$64.0	2.7	62.8%	242
-8	-2	0	-0.0785%	$44.9	2.7	57.8%	161
-8	-7	-6	0.0183%	$19.0	2.7	57.9%	242
-5	-2	6	0.1024%	$69.8	2.7	66.7%	81
-5	-2	3	0.0371%	$58.7	2.7	59.1%	242
-7	-2	7	0.0882%	$73.4	2.7	60.9%	161
-10	-8	-5	0.0114%	$33.4	2.7	56.5%	322
-10	-7	9	0.0167%	$76.7	2.7	56.5%	322
-5	-2	10	0.0371%	$68.0	2.7	61.2%	242
-8	-2	2	0.0985%	$62.3	2.7	59.6%	161
-10	-7	7	0.0167%	$73.7	2.7	56.5%	322
-6	-2	2	0.0714%	$59.8	2.7	60.2%	161
-7	-2	8	0.0882%	$75.1	2.7	62.1%	161
-8	-2	3	0.0985%	$63.3	2.7	59.0%	161
-6	-4	0	-0.1014%	$55.3	2.7	56.8%	81
-10	-9	5	-0.1223%	$101.1	2.7	59.3%	81
-5	-2	0	-0.0630%	$42.4	2.7	58.4%	161
-7	-2	0	-0.1281%	$52.9	2.7	59.3%	81
-10	-7	5	0.0167%	$70.5	2.7	56.5%	322
-7	-2	5	0.0882%	$71.1	2.7	59.6%	161
-10	-9	4	0.0181%	$67.4	2.6	56.2%	322
-7	-2	9	0.0571%	$65.7	2.6	61.2%	242
-7	-4	4	0.1235%	$83.8	2.6	59.3%	81
-10	-9	-8	-0.1223%	$27.1	2.6	60.5%	81
-8	-7	-6	0.0095%	$16.7	2.6	57.1%	322
-9	-8	-6	0.0224%	$27.8	2.6	57.8%	161
-10	-8	3	0.0114%	$69.9	2.6	55.6%	322
-5	-2	9	0.0371%	$66.9	2.6	60.7%	242
-3	-2	8	-0.0480%	$69.5	2.6	55.6%	81
-5	-2	2	0.0176%	$48.9	2.6	57.5%	322
-10	-9	2	0.0374%	$64.1	2.6	57.4%	242
-10	-9	2	0.0181%	$60.2	2.6	55.3%	322
-10	-7	-4	0.0167%	$35.3	2.6	58.4%	322
-7	-3	2	0.0890%	$64.4	2.6	58.4%	161
-5	-2	8	0.0371%	$66.8	2.6	60.3%	242
-5	-4	8	0.0894%	$80.6	2.6	61.7%	81
-7	-2	5	0.0571%	$59.5	2.6	59.5%	242
-5	-2	4	0.0176%	$53.8	2.6	59.9%	322
-10	-8	4	0.0114%	$69.7	2.6	55.9%	322
-10	-9	4	0.0374%	$70.5	2.6	57.0%	242
-10	-7	6	0.0167%	$70.9	2.6	56.8%	322
-5	-2	7	0.1024%	$67.6	2.6	66.7%	81
-10	-7	10	0.0384%	$75.6	2.6	56.6%	242
-7	-4	0	-0.0604%	$42.7	2.5	55.3%	161
-7	-2	9	0.0882%	$72.1	2.5	61.5%	161
-7	-4	8	0.1235%	$84.4	2.5	61.7%	81
-8	-2	4	0.0985%	$63.9	2.5	58.4%	161
-10	-7	4	0.0384%	$71.3	2.5	55.4%	242
-5	-4	9	0.0894%	$77.4	2.5	60.5%	81
-7	-2	10	0.0571%	$65.4	2.5	63.2%	242
-7	-4	2	0.1235%	$75.4	2.5	61.7%	81
-10	-9	2	-0.1223%	$85.7	2.5	56.8%	81
-10	-7	10	0.0167%	$73.5	2.5	57.8%	322
-8	-2	7	0.0985%	$64.7	2.5	62.7%	161
-9	-2	0	-0.0918%	$41.5	2.5	58.4%	161
-6	-2	3	0.0714%	$55.6	2.5	58.4%	161
-10	-9	7	0.0374%	$73.1	2.4	56.6%	242
-5	-2	1	0.0636%	$48.3	2.4	59.0%	161
-5	-3	4	0.0578%	$57.9	2.4	60.2%	161
-7	-4	10	0.1235%	$79.8	2.4	60.5%	81
-10	-8	2	0.0114%	$61.0	2.4	56.2%	322
-7	-2	1	0.0571%	$44.5	2.4	59.5%	242
-5	-2	5	0.1024%	$59.7	2.4	65.4%	81
-8	-7	6	0.0549%	$85.5	2.4	55.6%	81
-6	-2	2	0.0260%	$44.0	2.4	59.6%	322
-5	-2	5	0.0371%	$57.4	2.4	60.3%	242
-8	-2	2	0.0618%	$50.6	2.4	60.3%	242
-9	-7	-5	0.0373%	$31.9	2.4	57.8%	161
-7	-4	9	0.1235%	$78.9	2.4	60.5%	81
-10	-9	5	0.0181%	$61.8	2.4	55.6%	322
-10	-8	9	0.1146%	$90.6	2.4	59.3%	81
-7	-2	6	0.0882%	$65.9	2.4	60.2%	161
-3	-2	4	-0.0480%	$57.2	2.4	55.6%	81
-6	-3	2	0.0699%	$51.8	2.3	59.0%	161
-7	-4	3	0.1235%	$73.9	2.3	60.5%	81
-6	-2	7	0.0450%	$55.6	2.3	62.8%	242
-10	-2	0	-0.0683%	$34.4	2.3	56.2%	242
-10	-9	5	0.0374%	$66.3	2.3	56.6%	242
-6	-3	3	0.0699%	$52.2	2.3	55.9%	161
-10	-7	0	0.0167%	$48.9	2.3	55.6%	322
-5	-2	3	0.0176%	$46.4	2.3	57.1%	322
-7	-2	6	0.0571%	$56.3	2.3	62.4%	242
-3	-2	6	-0.0480%	$59.7	2.3	55.6%	81
-10	-8	5	0.0114%	$63.6	2.3	55.6%	322
-7	-4	2	0.0822%	$57.9	2.3	59.0%	161
-6	-2	4	0.0714%	$53.4	2.3	57.8%	161
-5	-3	2	0.0578%	$51.6	2.3	59.0%	161
-7	-2	10	0.0882%	$68.8	2.3	60.9%	161
-7	-3	3	0.0890%	$59.2	2.3	55.9%	161
-7	-3	4	0.0890%	$62.0	2.3	57.8%	161
-8	-2	3	0.0618%	$49.9	2.3	58.3%	242
-10	-9	-8	-0.0644%	$19.5	2.3	56.5%	161
-10	-5	0	-0.1655%	$64.8	2.3	59.3%	81
-7	-2	0	0.0571%	$29.2	2.3	57.0%	242
-10	-8	4	0.1146%	$83.2	2.2	55.6%	81
-8	-4	0	0.1521%	$48.3	2.2	63.0%	81
-10	-9	6	0.0374%	$67.1	2.2	55.8%	242
-5	-4	6	0.0894%	$66.7	2.2	60.5%	81
-5	-2	5	0.0176%	$49.0	2.2	59.3%	322
-6	-2	3	0.0260%	$41.9	2.2	58.1%	322
-8	-4	7	0.1521%	$71.9	2.2	61.7%	81
-6	-3	0	0.1116%	$39.3	2.2	56.8%	81
-9	-7	-5	0.0193%	$25.3	2.2	57.4%	242
-8	-2	0	0.1613%	$35.4	2.2	61.7%	81
-10	-7	-3	0.0678%	$38.1	2.2	55.3%	161
-10	-7	-4	0.0384%	$31.7	2.2	57.0%	242
-8	-2	4	0.0618%	$50.5	2.2	58.3%	242
-10	-8	10	0.1146%	$85.5	2.2	55.6%	81
-6	-3	4	0.0699%	$50.7	2.2	58.4%	161
-10	-7	4	0.0678%	$63.6	2.2	55.3%	161
-6	-2	5	0.0450%	$49.4	2.2	59.9%	242
-9	-7	-5	0.0044%	$23.0	2.1	57.1%	322
-6	-2	2	0.1213%	$57.9	2.1	56.8%	81
-5	-4	2	0.0894%	$60.9	2.1	56.8%	81
-7	-2	7	0.1475%	$70.6	2.1	60.5%	81
-5	-4	5	0.0894%	$62.2	2.1	60.5%	81
-6	-2	9	0.0714%	$53.3	2.1	60.9%	161
-5	-3	2	0.0345%	$44.8	2.1	56.2%	242
-8	-2	6	0.0985%	$57.3	2.1	64.0%	161
-5	-4	7	0.0894%	$65.3	2.1	61.7%	81
-10	-8	-5	0.0604%	$31.6	2.1	55.9%	161
-10	-8	0	0.1146%	$60.6	2.1	59.3%	81
-5	-2	7	0.0371%	$53.9	2.1	59.9%	242
-10	-9	-8	-0.0336%	$17.2	2.1	55.4%	242
-6	-2	10	0.0714%	$53.0	2.1	60.9%	161
-5	-2	8	0.0176%	$50.9	2.1	60.2%	322
-8	-2	7	0.1613%	$63.4	2.1	63.0%	81
-5	-3	5	0.0578%	$52.4	2.1	62.1%	161
-8	-4	3	0.0907%	$55.0	2.1	60.2%	161
-6	-2	6	0.0450%	$49.6	2.1	62.8%	242
-8	-7	-5	0.0549%	$31.2	2.1	56.8%	81
-8	-2	3	0.0319%	$40.8	2.1	57.8%	322
-6	-2	8	0.0714%	$52.2	2.1	60.9%	161
-5	-2	6	0.0371%	$52.2	2.1	60.7%	242
-7	-2	2	0.0329%	$39.5	2.0	58.7%	322
-10	-4	3	0.0279%	$45.5	2.0	61.5%	322
-10	-2	4	0.1914%	$57.4	2.0	55.6%	81
-10	-8	2	0.1146%	$69.1	2.0	55.6%	81
-8	-6	4	0.0535%	$65.5	2.0	56.5%	161
-10	-4	4	0.0279%	$46.9	2.0	62.7%	322
-5	-2	9	0.0176%	$49.8	2.0	59.3%	322
-10	-8	9	0.0604%	$64.0	2.0	55.3%	161
-10	-4	2	0.0279%	$42.9	2.0	61.2%	322

@PX#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-7	-4	7	0.0485%	$7.2	3.9	56.5%	69
-8	-4	9	0.0606%	$7.3	3.6	56.5%	69
-10	-6	-3	-0.0605%	$3.7	3.0	60.3%	73
-8	-2	7	-0.0750%	$4.4	2.4	57.5%	73

@RTY#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-9	-5	0.0856%	$76.8	5.4	61.7%	81
-8	-2	0	-0.1452%	$67.4	4.7	65.4%	81
-5	-2	0	-0.1219%	$66.3	4.5	61.7%	81
-5	-4	0	-0.0905%	$74.3	4.5	59.3%	81
-7	-2	0	-0.1411%	$62.1	4.5	63.0%	81
-10	-9	-5	0.0492%	$50.9	4.3	59.0%	161
-7	-4	0	-0.1029%	$76.2	4.1	60.5%	81
-10	-9	-8	-0.0563%	$29.2	4.0	59.6%	161
-6	-2	0	-0.1359%	$58.6	3.9	63.0%	81
-10	-9	-6	0.0856%	$46.2	3.8	55.6%	81
-10	-9	-8	-0.1102%	$31.5	3.8	56.8%	81
-10	-3	0	-0.1880%	$69.6	3.8	59.3%	81
-10	-7	-5	0.0602%	$35.4	3.6	64.6%	161
-10	-4	0	-0.1715%	$64.4	3.6	58.0%	81
-10	-9	-8	-0.0340%	$23.5	3.6	58.3%	242
-10	-8	-5	0.0281%	$36.3	3.6	58.7%	242
-8	-4	0	-0.1217%	$68.6	3.6	61.7%	81
-5	-4	1	-0.0905%	$70.7	3.4	58.0%	81
-8	-3	0	-0.1322%	$54.2	3.3	58.0%	81
-10	-7	-5	0.0325%	$29.3	3.3	61.6%	242
-6	-3	0	-0.1217%	$58.9	3.3	59.3%	81
-10	-7	-5	0.1162%	$38.0	3.1	61.7%	81
-9	-4	0	-0.1402%	$51.6	3.1	55.6%	81
-10	-4	1	-0.1715%	$55.7	3.1	59.3%	81
-10	-2	0	-0.1985%	$51.4	3.1	63.0%	81
-7	-3	0	-0.0649%	$47.3	3.1	57.8%	161
-9	-2	0	-0.1638%	$46.0	3.0	61.7%	81
-9	-8	-5	0.0123%	$32.4	3.0	56.6%	242
-10	-8	9	0.0281%	$68.7	3.0	58.3%	242
-9	-3	0	-0.1474%	$47.3	3.0	55.6%	81
-10	-8	8	0.0281%	$67.1	3.0	57.9%	242
-8	-2	0	-0.0834%	$37.3	2.9	60.9%	161
-7	-4	1	-0.1029%	$62.7	2.8	58.0%	81
-6	-2	0	-0.0777%	$37.3	2.8	57.8%	161
-10	-8	-5	0.0063%	$26.1	2.8	55.6%	322
-5	-3	0	-0.1168%	$47.3	2.8	58.0%	81
-9	-8	-5	0.0529%	$38.4	2.8	55.6%	81
-10	-8	-5	0.0559%	$30.7	2.8	57.1%	161
-10	-9	-1	-0.1102%	$65.4	2.8	58.0%	81
-5	-2	1	-0.1219%	$56.4	2.7	56.8%	81
-10	-9	3	0.0492%	$60.4	2.7	55.9%	161
-9	-7	-6	0.0190%	$16.7	2.7	57.0%	242
-10	-8	10	0.0281%	$63.1	2.7	56.6%	242
-10	-7	-6	0.0602%	$16.0	2.7	55.9%	161
-5	-4	2	-0.0905%	$53.1	2.7	58.0%	81
-8	-4	0	-0.0628%	$44.5	2.6	55.9%	161
-10	-8	7	0.0281%	$60.8	2.6	56.6%	242
-10	-7	-5	0.0093%	$22.2	2.6	58.4%	322
-7	-3	-1	-0.1209%	$28.6	2.6	56.8%	81
-7	-2	1	-0.1411%	$49.4	2.6	60.5%	81
-10	-4	4	-0.1715%	$49.4	2.5	55.6%	81
-6	-3	1	-0.1217%	$53.8	2.5	58.0%	81
-9	-8	-4	0.0529%	$36.8	2.5	59.3%	81
-7	-6	3	-0.0510%	$66.5	2.5	56.8%	81
-6	-2	1	-0.1359%	$48.6	2.5	60.5%	81
-6	-4	0	-0.1004%	$42.6	2.5	58.0%	81
-5	-2	0	-0.0758%	$33.7	2.5	57.1%	161
-9	-8	-5	0.0261%	$29.4	2.4	57.1%	161
-10	-9	9	0.0492%	$57.3	2.4	55.9%	161
-5	-2	0	-0.0442%	$29.4	2.4	57.0%	242
-7	-4	2	-0.1029%	$53.0	2.4	55.6%	81
-9	-7	-6	0.0411%	$15.9	2.4	56.5%	161
-7	-6	5	-0.0510%	$67.4	2.4	58.0%	81
-10	-3	-1	-0.1880%	$26.2	2.4	60.5%	81
-7	-2	0	-0.0758%	$31.8	2.4	59.0%	161
-10	-4	3	-0.1715%	$45.1	2.3	60.5%	81
-10	-8	9	0.0063%	$51.1	2.3	58.1%	322
-9	-7	-5	0.0190%	$22.1	2.3	58.3%	242
-10	-8	-5	0.1070%	$31.5	2.3	58.0%	81
-5	-3	-1	-0.1168%	$28.6	2.3	56.8%	81
-9	-7	-5	0.0060%	$20.7	2.3	56.5%	322
-9	-7	-6	0.0775%	$17.4	2.3	58.0%	81
-10	-8	6	0.0281%	$53.1	2.3	57.0%	242
-10	-4	-1	-0.1715%	$25.4	2.3	55.6%	81
-10	-8	3	0.0281%	$50.2	2.3	57.0%	242
-6	-3	0	-0.0650%	$33.6	2.3	56.5%	161
-10	-8	4	0.0281%	$51.2	2.3	56.2%	242
-10	-8	8	0.0063%	$48.9	2.3	57.1%	322
-10	-9	7	0.0492%	$53.9	2.3	55.3%	161
-10	-9	1	0.0492%	$49.3	2.3	57.1%	161
-10	-9	-7	-0.1102%	$24.8	2.3	58.0%	81
-5	-4	-2	-0.0905%	$23.8	2.2	56.8%	81
-10	-9	-3	-0.1102%	$47.4	2.2	60.5%	81
-7	-6	10	-0.0510%	$67.7	2.2	59.3%	81
-8	-2	0	-0.0474%	$27.7	2.2	57.9%	242
-7	-2	0	-0.0452%	$26.7	2.2	58.7%	242
-10	-9	-7	0.0856%	$23.1	2.2	55.6%	81
-7	-2	-1	-0.1411%	$18.3	2.2	58.0%	81
-10	-7	8	0.0602%	$50.6	2.2	57.1%	161
-7	-4	0	-0.0569%	$35.5	2.1	55.3%	161
-10	-9	3	0.0266%	$45.2	2.1	55.4%	242
-7	-6	0	-0.0510%	$55.2	2.1	58.0%	81
-6	-2	0	-0.0428%	$25.2	2.1	56.6%	242
-10	-8	10	0.0063%	$46.2	2.1	55.6%	322
-10	-7	9	0.0602%	$49.3	2.1	55.3%	161
-10	-8	5	0.0281%	$46.9	2.0	57.4%	242
-10	-8	2	0.0281%	$45.4	2.0	57.0%	242

@S#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-5	-4	5	0.0279%	$93.8	15.3	100.0%	2
-5	-4	5	0.0529%	$93.8	15.3	100.0%	2
-6	-4	2	-0.0828%	$19.0	4.4	56.8%	81
-8	-5	4	-0.0914%	$24.5	4.4	59.8%	82
-6	-5	1	-0.0567%	$21.3	4.1	61.0%	82
-6	-5	3	-0.0567%	$21.8	3.9	62.2%	82
-6	-5	2	-0.0567%	$20.9	3.8	57.3%	82
-6	-5	4	-0.0567%	$21.2	3.7	58.5%	82
-6	-4	3	-0.0828%	$16.2	3.7	58.0%	81
-3	-2	4	-0.0584%	$16.2	3.6	59.3%	81
-8	-5	3	-0.0914%	$19.5	3.5	61.0%	82
-6	-4	1	-0.0828%	$15.1	3.5	56.8%	81
-10	-4	4	-0.0832%	$16.3	3.4	58.9%	163
-7	-4	2	-0.0573%	$14.2	3.3	60.7%	163
-10	-9	4	0.0000%	$19.4	3.3	55.4%	278
-10	-9	2	-0.0284%	$19.5	3.3	58.0%	162
-10	-9	2	0.0000%	$17.7	3.2	58.3%	278
-10	-5	3	-0.1231%	$18.6	3.2	56.1%	82
-10	-4	4	-0.1383%	$16.8	3.2	61.0%	82
-10	-9	3	0.0000%	$17.6	3.2	55.0%	278
-8	-2	3	-0.1436%	$12.3	3.2	59.8%	82
-8	-3	4	-0.1264%	$14.2	3.1	57.3%	82
-10	-4	2	-0.0832%	$14.2	3.1	57.1%	163
-7	-5	2	-0.0279%	$15.0	3.1	56.7%	245
-10	-5	2	-0.1231%	$17.4	3.1	56.1%	82
-10	-4	2	-0.0524%	$13.1	3.1	55.5%	245
-7	-5	3	-0.0279%	$14.8	3.0	59.2%	245
-10	-4	3	-0.0832%	$13.9	3.0	57.7%	163
-10	-4	4	-0.0524%	$13.6	3.0	57.6%	245
-7	-5	4	-0.0279%	$14.8	3.0	58.4%	245
-7	-4	4	-0.0573%	$12.8	3.0	59.5%	163
-7	-4	3	-0.0573%	$12.8	3.0	60.1%	163
-8	-5	3	-0.0579%	$15.3	2.9	57.3%	164
-5	-2	3	-0.1117%	$12.3	2.9	56.1%	82
-10	-4	3	-0.0524%	$12.9	2.9	58.4%	245
-10	-9	2	-0.0251%	$15.7	2.9	57.6%	245
-8	-5	4	-0.0579%	$14.9	2.8	55.5%	164
-8	-5	1	-0.0914%	$15.7	2.8	56.1%	82
-7	-4	2	-0.0904%	$12.5	2.7	57.3%	82
-7	-5	3	-0.0537%	$14.3	2.7	57.9%	164
-7	-5	4	-0.0537%	$14.3	2.7	57.3%	164
-7	-4	2	-0.0298%	$11.2	2.7	56.7%	245
-10	-2	3	-0.0566%	$10.2	2.7	55.1%	245
-8	-4	2	-0.0476%	$10.8	2.6	58.0%	245
-10	-2	4	-0.1655%	$11.1	2.6	62.2%	82
-10	-4	2	-0.1383%	$13.1	2.6	56.1%	82
-9	-5	3	-0.0537%	$13.0	2.6	55.9%	245
-10	-4	3	-0.1383%	$13.4	2.6	58.5%	82
-8	-2	4	-0.1436%	$10.5	2.6	62.2%	82
-9	-5	3	-0.0811%	$13.6	2.6	55.5%	164
-10	-2	4	-0.0566%	$10.1	2.5	56.3%	245
-8	-4	2	-0.0596%	$10.8	2.5	55.2%	163
-10	-2	3	-0.1655%	$10.5	2.5	56.1%	82
-7	-4	1	-0.0573%	$11.0	2.5	57.7%	163
-8	-3	3	-0.1264%	$11.1	2.5	56.1%	82
-4	-2	3	-0.0877%	$11.6	2.5	57.3%	82
-7	-5	1	-0.0279%	$11.9	2.5	57.6%	245
-7	-4	3	-0.0298%	$10.4	2.4	56.7%	245
-9	-4	3	-0.0842%	$10.8	2.4	58.3%	163
-8	-4	4	-0.0476%	$10.5	2.4	55.9%	245
-8	-4	3	-0.0476%	$9.9	2.4	58.4%	245
-8	-4	3	-0.0596%	$10.4	2.4	56.4%	163
-6	-5	3	0.0000%	$11.7	2.3	55.2%	286
-5	-2	4	-0.1117%	$10.7	2.3	59.8%	82
-9	-4	2	-0.0842%	$10.1	2.3	55.8%	163
-6	-2	3	-0.0704%	$9.6	2.3	56.1%	164
-9	-4	4	-0.0842%	$11.0	2.3	56.4%	163
-8	-6	4	0.0000%	$11.9	2.3	55.9%	354
-7	-5	1	-0.0537%	$11.8	2.2	56.7%	164
-8	-5	3	-0.0300%	$11.4	2.2	57.3%	246
-8	-5	4	-0.0300%	$11.7	2.2	56.1%	246
-7	-3	4	-0.0472%	$9.4	2.2	55.3%	244
-7	-4	4	-0.0298%	$9.3	2.2	55.5%	245
-8	-6	2	0.0000%	$10.7	2.1	56.2%	354
-10	-5	0	-0.1231%	$13.3	2.1	56.1%	82
-7	-3	3	-0.0472%	$9.1	2.1	55.3%	244
-7	-3	2	-0.0472%	$8.7	2.1	55.7%	244
-6	-5	1	-0.0294%	$10.6	2.1	56.1%	164
-7	-3	3	-0.0782%	$9.4	2.0	55.6%	162
-8	-4	2	-0.1134%	$9.3	2.0	57.3%	82
-8	-7	2	0.0000%	$10.8	2.0	55.5%	308
-7	-4	3	-0.0904%	$9.3	2.0	56.1%	82
-8	-4	4	-0.1134%	$9.3	2.0	56.1%	82

@SB#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-3	5	-0.3271%	$40.3	9.6	80.0%	5
-10	-3	5	-0.1966%	$35.5	9.2	83.3%	6
-7	-3	5	-0.2597%	$25.2	8.7	75.0%	4
-8	-5	5	-0.1569%	$41.1	8.2	66.7%	3
-6	-4	5	-0.0978%	$31.4	8.0	80.0%	5
-4	-3	5	0.0657%	$22.4	6.6	68.8%	16
-7	-6	5	0.0922%	$22.4	6.1	57.1%	7
-4	-3	5	0.0809%	$22.4	6.0	69.2%	13
-9	-3	5	-0.1979%	$24.0	6.0	71.4%	7
-10	-7	5	0.1837%	$29.1	5.9	60.0%	5
-8	-4	5	-0.1521%	$22.4	5.7	71.4%	7
-6	-4	5	-0.1749%	$29.9	5.6	66.7%	3
-9	-3	5	-0.3320%	$19.6	5.6	75.0%	4
-8	-3	5	-0.2900%	$19.6	5.6	75.0%	4
-10	-6	5	-0.2352%	$38.1	5.5	60.0%	5
-5	-3	5	-0.2376%	$14.9	5.1	66.7%	6
-10	-7	5	-0.1235%	$26.1	5.1	55.6%	9
-9	-4	5	-0.2653%	$26.1	5.0	66.7%	3
-8	-7	5	0.0621%	$19.0	4.9	70.0%	20
-9	-7	5	0.0743%	$17.7	4.7	58.3%	24
-10	-4	5	-0.2739%	$29.1	4.4	60.0%	5
-10	-2	5	0.3673%	$18.2	4.4	75.0%	8
-9	-5	5	-0.1289%	$22.4	3.9	57.1%	7
-4	-2	5	0.0818%	$13.2	3.9	70.6%	17
-9	-7	5	-0.0741%	$15.2	3.6	57.1%	14
-9	-7	5	0.0000%	$15.2	3.6	57.1%	14
-8	-7	5	-0.0925%	$11.2	3.3	60.0%	5
-6	-2	5	0.3140%	$11.2	3.0	80.0%	5
-8	-7	5	0.0794%	$13.8	3.0	69.2%	13
-4	-2	5	0.0631%	$8.4	2.6	65.0%	20
-6	-5	5	0.0786%	$9.8	2.5	62.5%	24
-8	-6	5	0.0000%	$9.3	2.2	55.6%	18
-9	-3	5	0.3122%	$9.6	2.2	71.4%	7
-8	-3	5	0.2714%	$9.6	2.2	71.4%	7

@SF#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-6	-3	6	0.0197%	$20.7	5.1	58.6%	70
-4	-2	5	0.0195%	$14.4	4.5	56.9%	72
-4	-2	6	0.0195%	$17.0	4.4	56.9%	72
-4	-2	9	0.0195%	$19.8	4.3	55.4%	65
-4	-2	10	0.0195%	$20.2	4.0	56.9%	65
-6	-5	8	-0.0099%	$17.5	3.8	58.7%	63
-6	-5	7	-0.0099%	$15.0	3.6	55.9%	59
-4	-2	7	0.0195%	$14.5	3.5	55.1%	69
-9	-6	7	-0.0197%	$16.6	3.5	60.7%	61
-7	-5	10	0.0183%	$19.4	3.4	59.7%	62
-7	-5	9	0.0183%	$18.3	3.3	56.5%	62
-9	-6	5	-0.0197%	$15.0	3.1	60.7%	61
-8	-5	8	0.0196%	$16.1	2.9	55.9%	59
-9	-6	6	-0.0197%	$12.5	2.8	55.7%	61
-10	-5	10	0.0200%	$13.9	2.8	56.2%	64
-10	-3	10	0.0286%	$11.6	2.7	55.1%	69
-8	-5	9	0.0196%	$13.9	2.6	59.7%	62
-8	-5	10	0.0196%	$14.1	2.6	59.7%	62
-10	-5	4	0.0200%	$9.3	2.2	56.7%	67

@SM#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-7	-5	-3	-0.1025%	$10.4	4.4	55.6%	81
-8	-6	-3	-0.0973%	$10.4	3.5	58.5%	82
-3	-2	3	-0.0918%	$14.3	3.3	56.1%	82
-7	-6	-3	-0.0673%	$10.6	3.2	63.0%	81
-7	-3	2	-0.1616%	$17.4	3.2	56.2%	80
-3	-2	4	-0.0918%	$13.4	2.9	56.1%	82
-7	-6	4	-0.0347%	$16.2	2.9	56.5%	161
-3	-2	2	-0.0918%	$12.4	2.8	56.1%	82
-8	-6	-1	-0.0973%	$11.8	2.8	56.1%	82
-8	-6	-3	-0.0654%	$7.5	2.8	57.1%	163
-8	-6	-2	-0.0973%	$9.3	2.8	58.5%	82
-7	-4	2	-0.1347%	$15.2	2.7	55.6%	81
-8	-6	4	-0.0338%	$14.3	2.6	57.4%	244
-8	-6	-1	-0.0654%	$10.0	2.6	55.8%	163
-9	-6	-3	-0.1296%	$8.5	2.6	55.6%	81
-6	-4	2	-0.0997%	$12.9	2.5	57.3%	82
-7	-5	-2	-0.1025%	$7.4	2.5	55.6%	81
-7	-6	4	-0.0321%	$12.7	2.5	56.6%	242
-8	-6	4	-0.0973%	$16.0	2.5	57.3%	82
-7	-6	4	0.0000%	$12.4	2.4	56.8%	308
-8	-6	-1	-0.0338%	$8.1	2.3	56.6%	244
-7	-6	3	0.0000%	$11.3	2.3	55.0%	307
-7	-6	2	0.0000%	$11.2	2.3	55.4%	307
-8	-7	3	-0.0350%	$13.5	2.2	56.2%	160
-5	-4	2	-0.0506%	$10.4	2.2	55.6%	162
-10	-5	-3	-0.1520%	$5.9	2.1	55.6%	81
-7	-6	-2	-0.0673%	$7.8	2.1	56.8%	81
-5	-4	4	-0.0506%	$11.2	2.1	55.6%	162
-7	-6	-3	-0.0347%	$5.7	2.0	55.6%	162
-7	-6	-1	-0.0347%	$8.0	2.0	55.3%	161
-6	-4	4	-0.0997%	$11.1	2.0	57.3%	82

@UB#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-8	4	0.0207%	$39.3	2.4	56.4%	78
-9	-8	3	0.0207%	$40.2	2.4	58.4%	77

@W#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-6	-3	5	0.0460%	$62.5	56.1	100.0%	2

@YM#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-4	0	-0.1475%	$70.2	4.5	59.3%	81
-8	-2	6	0.1268%	$68.0	4.3	61.7%	81
-5	-4	0	-0.0408%	$47.8	4.2	55.9%	161
-7	-2	3	0.1237%	$61.0	4.2	63.0%	81
-7	-2	2	0.1237%	$62.2	4.0	61.7%	81
-8	-2	3	0.1268%	$58.8	4.0	59.3%	81
-8	-2	2	0.1268%	$60.9	3.9	61.7%	81
-10	-7	-6	0.1082%	$18.0	3.9	63.0%	81
-6	-4	0	-0.0869%	$53.0	3.9	58.0%	81
-8	-2	4	0.1268%	$58.6	3.9	65.4%	81
-10	-4	0	-0.0846%	$50.4	3.9	57.8%	161
-5	-4	0	-0.0747%	$48.9	3.8	58.0%	81
-7	-2	4	0.1237%	$56.7	3.8	65.4%	81
-8	-3	0	-0.1083%	$60.4	3.8	63.0%	81
-8	-4	0	-0.0982%	$58.2	3.7	55.6%	81
-7	-2	6	0.1237%	$58.6	3.7	58.0%	81
-8	-2	8	0.1268%	$63.0	3.7	61.7%	81
-8	-2	7	0.1268%	$59.4	3.6	64.2%	81
-6	-2	5	-0.1059%	$65.5	3.6	58.0%	81
-8	-2	9	0.1268%	$60.6	3.6	61.7%	81
-10	-4	0	-0.0486%	$42.5	3.6	55.2%	241
-6	-2	0	-0.1059%	$49.0	3.6	65.4%	81
-5	-2	9	0.0267%	$45.6	3.5	62.0%	242
-8	-2	0	-0.1137%	$48.6	3.5	61.7%	81
-9	-7	-6	0.0612%	$19.3	3.5	55.6%	81
-10	-7	-6	0.0110%	$13.6	3.5	58.7%	322
-10	-9	-8	-0.0309%	$17.2	3.5	57.7%	241
-5	-2	8	0.0267%	$45.8	3.5	60.7%	242
-10	-2	0	-0.1702%	$50.1	3.5	66.7%	81
-5	-2	9	0.0480%	$46.5	3.5	59.0%	161
-6	-2	2	-0.1059%	$56.0	3.4	63.0%	81
-10	-7	-6	0.0304%	$14.6	3.4	57.7%	241
-10	-9	0	-0.0481%	$62.9	3.4	56.5%	161
-5	-2	2	0.0914%	$47.2	3.4	55.6%	81
-10	-7	-6	0.0551%	$16.5	3.4	57.1%	161
-5	-2	8	0.0480%	$45.6	3.4	56.5%	161
-7	-2	5	0.1237%	$49.8	3.4	61.7%	81
-8	-2	5	0.1268%	$50.2	3.4	60.5%	81
-10	-9	-8	-0.0481%	$18.4	3.4	56.5%	161
-7	-2	6	0.0668%	$46.3	3.3	58.4%	161
-9	-2	6	0.1240%	$53.8	3.3	63.0%	81
-5	-2	10	0.0267%	$43.7	3.3	57.9%	242
-6	-2	4	-0.1059%	$53.9	3.3	55.6%	81
-5	-2	0	-0.0566%	$38.4	3.3	62.1%	161
-4	-2	2	0.0207%	$34.8	3.3	57.4%	242
-8	-2	1	0.1268%	$48.3	3.3	58.0%	81
-10	-7	-5	0.0551%	$25.0	3.3	55.9%	161
-7	-2	2	0.0668%	$43.7	3.2	58.4%	161
-10	-9	-5	0.0817%	$34.8	3.2	55.6%	81
-5	-2	6	0.0480%	$41.1	3.2	55.9%	161
-5	-2	10	0.0480%	$44.4	3.2	56.5%	161
-7	-2	7	0.0668%	$45.5	3.2	60.2%	161
-5	-2	2	0.0267%	$38.9	3.2	56.6%	242
-5	-2	8	0.0914%	$50.4	3.2	58.0%	81
-5	-2	7	0.0267%	$40.4	3.2	56.6%	242
-7	-2	7	0.1237%	$51.2	3.2	58.0%	81
-5	-2	6	0.0267%	$40.1	3.2	58.3%	242
-5	-2	2	0.0480%	$39.8	3.2	55.3%	161
-6	-2	2	0.0161%	$32.8	3.1	57.8%	322
-5	-2	7	0.0914%	$48.6	3.1	59.3%	81
-5	-2	4	0.0267%	$38.3	3.1	59.9%	242
-5	-2	5	0.0267%	$38.2	3.1	59.5%	242
-5	-2	6	0.0914%	$47.0	3.1	56.8%	81
-7	-4	0	-0.0894%	$43.3	3.1	56.8%	81
-5	-2	5	0.0480%	$37.5	3.1	56.5%	161
-6	-2	3	-0.1059%	$50.4	3.1	60.5%	81
-5	-2	4	0.0480%	$37.2	3.1	57.8%	161
-5	-2	9	0.0914%	$48.0	3.0	60.5%	81
-8	-2	6	0.0726%	$40.8	3.0	61.5%	161
-7	-2	1	0.1237%	$44.9	3.0	60.5%	81
-4	-2	2	0.0098%	$30.0	3.0	57.5%	322
-6	-2	7	0.0336%	$38.2	3.0	57.9%	242
-6	-2	9	0.0336%	$38.6	3.0	59.5%	242
-8	-4	6	0.1113%	$56.3	3.0	61.7%	81
-6	-2	6	0.0336%	$37.3	3.0	57.4%	242
-10	-3	0	-0.1610%	$47.7	3.0	61.7%	81
-8	-2	9	0.0726%	$41.2	3.0	61.5%	161
-10	-7	-5	0.0304%	$19.6	3.0	55.6%	241
-7	-2	3	0.0668%	$39.0	3.0	59.0%	161
-6	-2	2	0.0336%	$33.7	2.9	55.4%	242
-10	-7	-5	0.0110%	$17.5	2.9	55.9%	322
-5	-2	10	0.0914%	$46.6	2.9	60.5%	81
-6	-2	6	0.0578%	$40.8	2.9	56.5%	161
-5	-2	0	-0.0948%	$36.9	2.9	60.5%	81
-9	-2	6	0.0694%	$39.6	2.9	60.2%	161
-4	-2	2	0.0371%	$32.2	2.9	57.8%	161
-5	-2	4	0.0914%	$41.7	2.9	58.0%	81
-8	-2	10	0.1268%	$51.0	2.9	60.5%	81
-7	-2	9	0.0668%	$43.4	2.9	60.2%	161
-7	-2	8	0.1237%	$49.7	2.9	56.8%	81
-9	-2	0	-0.0767%	$33.8	2.9	60.9%	161
-6	-2	1	-0.1059%	$43.9	2.9	61.7%	81
-7	-2	8	0.0668%	$43.6	2.9	59.6%	161
-7	-2	4	0.0668%	$39.2	2.9	61.5%	161
-7	-3	0	-0.1023%	$39.5	2.9	64.2%	81
-7	-2	5	0.0668%	$38.4	2.9	59.0%	161
-6	-2	3	0.1047%	$42.5	2.9	56.8%	81
-10	-3	0	-0.0958%	$37.7	2.9	57.8%	161
-4	-2	3	0.0207%	$30.2	2.8	59.1%	242
-6	-2	9	0.0578%	$40.4	2.8	57.1%	161
-5	-2	3	0.0267%	$33.9	2.8	59.1%	242
-10	-2	9	0.0476%	$35.7	2.8	58.1%	241
-5	-2	5	0.0914%	$40.4	2.8	58.0%	81
-4	-2	9	0.0207%	$33.0	2.8	60.3%	242
-6	-2	7	0.0578%	$39.7	2.8	56.5%	161
-6	-2	8	0.0336%	$36.9	2.8	59.1%	242
-9	-2	9	0.1240%	$45.6	2.8	58.0%	81
-6	-2	5	0.0161%	$30.3	2.8	60.6%	322
-9	-2	4	0.1240%	$41.3	2.8	64.2%	81
-10	-2	8	0.0476%	$36.0	2.8	58.9%	241
-3	-2	9	0.0484%	$46.9	2.8	58.0%	81
-4	-2	1	0.0207%	$27.9	2.8	56.2%	242
-8	-2	7	0.0726%	$37.9	2.8	60.9%	161
-8	-2	0	-0.0666%	$32.0	2.8	58.4%	161
-6	-4	6	0.0815%	$53.0	2.8	55.6%	81
-8	-2	3	0.0726%	$33.8	2.8	59.0%	161
-6	-2	7	0.0161%	$32.2	2.8	57.1%	322
-7	-2	2	-0.1064%	$43.9	2.8	63.0%	81
-10	-9	-6	0.0817%	$25.4	2.8	61.7%	81
-10	-7	9	0.0551%	$53.3	2.8	55.9%	161
-6	-2	5	0.0336%	$32.6	2.8	58.3%	242
-6	-2	3	0.0336%	$31.4	2.8	56.2%	242
-7	-2	0	-0.0355%	$28.9	2.8	58.7%	242
-9	-2	5	0.1240%	$41.1	2.8	61.7%	81
-8	-2	2	0.0726%	$34.9	2.7	60.2%	161
-10	-7	8	0.1082%	$58.5	2.7	55.6%	81
-8	-2	8	0.0726%	$38.9	2.7	60.2%	161
-6	-2	2	0.1047%	$42.3	2.7	55.6%	81
-6	-2	6	0.0161%	$31.4	2.7	59.3%	322
-8	-3	5	-0.1083%	$53.8	2.7	60.5%	81
-6	-2	4	0.0336%	$32.4	2.7	58.7%	242
-8	-4	3	0.1113%	$47.4	2.7	61.7%	81
-10	-2	3	0.0476%	$30.9	2.7	60.2%	241
-10	-2	2	0.0476%	$32.0	2.7	58.5%	241
-4	-2	9	0.0371%	$34.0	2.7	62.1%	161
-7	-2	7	0.0426%	$35.4	2.7	56.6%	242
-7	-2	9	0.1237%	$45.2	2.7	56.8%	81
-6	-2	8	0.0578%	$39.3	2.7	57.1%	161
-10	-2	6	0.0476%	$34.5	2.7	59.8%	241
-6	-4	6	0.0464%	$41.6	2.7	55.3%	161
-4	-2	4	0.0207%	$29.0	2.7	58.3%	242
-8	-2	4	0.0726%	$33.8	2.7	63.4%	161
-5	-2	8	0.0113%	$32.7	2.7	59.6%	322
-9	-2	3	0.1240%	$38.9	2.7	59.3%	81
-6	-2	5	0.0578%	$35.2	2.7	56.5%	161
-7	-2	9	0.0426%	$35.7	2.7	57.4%	242
-6	-2	4	0.0161%	$28.9	2.7	59.3%	322
-6	-2	10	0.0336%	$36.3	2.7	57.0%	242
-7	-2	6	0.0426%	$33.9	2.7	56.2%	242
-6	-2	3	0.0161%	$27.7	2.7	56.5%	322
-4	-2	3	0.0098%	$26.2	2.7	58.1%	322
-10	-7	8	0.0551%	$52.0	2.6	57.8%	161
-10	-2	7	0.0476%	$33.5	2.6	58.1%	241
-9	-7	-6	0.0069%	$10.5	2.6	57.5%	322
-7	-2	0	0.1237%	$31.2	2.6	55.6%	81
-10	-2	4	0.0476%	$30.4	2.6	59.8%	241
-6	-2	9	0.0161%	$31.6	2.6	59.9%	322
-6	-2	4	0.0578%	$34.9	2.6	57.8%	161
-4	-2	3	0.0371%	$29.2	2.6	59.0%	161
-4	-2	4	0.0371%	$29.7	2.6	59.0%	161
-3	-2	4	0.0484%	$41.6	2.6	55.6%	81
-6	-2	8	0.0161%	$31.7	2.6	59.3%	322
-6	-2	0	-0.0625%	$29.1	2.6	56.5%	161
-6	-2	4	0.1047%	$39.0	2.6	59.3%	81
-9	-2	2	0.0694%	$33.1	2.6	57.1%	161
-8	-7	-6	0.0279%	$12.2	2.6	56.5%	161
-9	-2	8	0.1240%	$43.8	2.6	59.3%	81
-5	-2	9	0.0113%	$31.3	2.6	60.6%	322
-4	-2	1	0.0371%	$26.7	2.6	55.9%	161
-4	-2	8	0.0207%	$31.2	2.6	58.3%	242
-8	-2	5	0.0726%	$32.7	2.6	61.5%	161
-4	-2	7	0.0207%	$30.2	2.6	59.1%	242
-5	-4	2	0.0190%	$37.0	2.6	60.3%	242
-7	-2	8	0.0426%	$35.0	2.6	57.4%	242
-4	-2	9	0.0098%	$28.4	2.6	61.2%	322
-6	-4	7	0.0464%	$40.2	2.6	55.9%	161
-10	-2	10	0.0476%	$33.1	2.6	58.5%	241
-10	-7	4	0.0551%	$48.9	2.6	57.8%	161
-9	-2	7	0.1240%	$42.2	2.6	59.3%	81
-4	-2	6	0.0371%	$30.9	2.6	58.4%	161
-6	-2	10	0.0578%	$38.3	2.6	55.9%	161
-10	-7	6	0.0551%	$51.6	2.5	56.5%	161
-8	-7	-5	0.0451%	$16.5	2.5	56.8%	81
-8	-4	7	0.1113%	$47.7	2.5	60.5%	81
-5	-2	7	0.0113%	$29.8	2.5	56.2%	322
-4	-2	7	0.0371%	$31.1	2.5	59.6%	161
-6	-2	7	0.1047%	$39.5	2.5	56.8%	81
-10	-7	3	0.0551%	$47.4	2.5	58.4%	161
-6	-2	6	-0.1059%	$49.3	2.5	56.8%	81
-4	-2	6	0.0207%	$29.4	2.5	59.5%	242
-3	-2	10	0.0484%	$43.1	2.5	55.6%	81
-10	-9	-2	-0.0481%	$34.2	2.5	57.1%	161
-7	-2	10	0.0668%	$38.9	2.5	58.4%	161
-10	-7	10	0.0551%	$49.1	2.5	55.3%	161
-10	-3	9	0.0467%	$35.2	2.5	58.1%	241
-4	-2	8	0.0371%	$31.9	2.5	57.8%	161
-7	-4	4	-0.0894%	$44.4	2.5	55.6%	81
-9	-2	10	0.1240%	$41.7	2.5	59.3%	81
-4	-2	4	0.0098%	$25.2	2.5	58.1%	322
-6	-3	2	0.0950%	$40.1	2.5	55.6%	81
-8	-3	-1	-0.1083%	$22.8	2.5	59.3%	81
-6	-3	5	0.0950%	$41.0	2.5	56.8%	81
-9	-2	9	0.0694%	$34.8	2.5	60.2%	161
-9	-2	7	0.0694%	$34.3	2.5	58.4%	161
-4	-2	8	0.0098%	$28.0	2.5	59.9%	322
-5	-2	5	0.0113%	$28.2	2.5	58.1%	322
-8	-2	10	0.0726%	$35.6	2.5	59.0%	161
-5	-2	6	0.0113%	$28.9	2.5	58.1%	322
-5	-2	2	-0.0948%	$38.8	2.5	61.7%	81
-10	-7	9	0.0304%	$41.7	2.5	57.7%	241
-5	-3	0	-0.0550%	$28.8	2.5	57.1%	161
-8	-2	5	-0.1137%	$43.3	2.5	59.3%	81
-7	-4	1	-0.0894%	$40.2	2.5	55.6%	81
-10	-7	7	0.0551%	$48.7	2.4	56.5%	161
-3	-2	2	0.0081%	$27.1	2.4	55.9%	322
-5	-2	4	0.0113%	$27.7	2.4	58.1%	322
-10	-4	9	0.0762%	$38.5	2.4	55.9%	161
-6	-4	5	0.0815%	$45.7	2.4	56.8%	81
-10	-7	7	0.1082%	$51.2	2.4	55.6%	81
-4	-2	5	0.0207%	$26.5	2.4	59.9%	242
-5	-2	10	0.0113%	$29.9	2.4	57.1%	322
-9	-7	-6	0.0186%	$10.5	2.4	57.0%	242
-8	-2	0	-0.0371%	$24.8	2.4	58.1%	241
-5	-2	3	0.0113%	$26.6	2.4	57.8%	322
-4	-2	1	0.0098%	$23.1	2.4	56.8%	322
-4	-2	7	0.0098%	$26.4	2.4	58.7%	322
-10	-2	2	0.0193%	$26.2	2.4	58.1%	322
-9	-2	6	0.0416%	$29.7	2.4	57.9%	242
-10	-9	-6	0.0451%	$18.0	2.4	57.8%	161
-5	-4	8	0.0190%	$37.9	2.4	56.6%	242
-6	-2	10	0.0161%	$30.1	2.4	56.5%	322
-9	-2	8	0.0694%	$34.1	2.4	58.4%	161
-10	-2	9	0.0828%	$34.6	2.4	57.1%	161
-7	-2	2	0.0426%	$28.4	2.4	55.4%	242
-10	-2	9	0.0193%	$28.3	2.4	57.1%	322
-4	-2	6	0.0098%	$26.3	2.4	59.6%	322
-8	-2	2	-0.1137%	$39.3	2.4	63.0%	81
-7	-2	10	0.0426%	$33.4	2.4	56.2%	242
-9	-3	0	-0.1268%	$38.0	2.4	58.0%	81
-10	-3	8	0.0467%	$34.1	2.4	57.7%	241
-10	-2	3	0.0193%	$25.1	2.4	58.7%	322
-5	-2	1	0.0267%	$28.7	2.4	56.6%	242
-7	-2	0	-0.1064%	$30.9	2.4	60.5%	81
-10	-3	6	0.0467%	$34.1	2.4	57.7%	241
-10	-2	4	0.0193%	$25.3	2.4	58.4%	322
-10	-2	0	-0.0927%	$28.0	2.4	59.6%	161
-9	-3	0	-0.0749%	$31.2	2.4	59.0%	161
-10	-3	9	0.0851%	$37.5	2.4	57.1%	161
-8	-4	4	0.1113%	$44.3	2.4	63.0%	81
-7	-3	5	-0.1023%	$41.9	2.4	60.5%	81
-4	-2	5	0.0371%	$27.0	2.4	59.6%	161
-4	-3	2	0.0386%	$34.3	2.4	61.7%	81
-7	-4	3	-0.0894%	$42.2	2.4	55.6%	81
-3	-2	7	0.0484%	$41.4	2.4	58.0%	81
-10	-2	6	0.0193%	$27.9	2.4	58.4%	322
-10	-4	-3	0.1368%	$11.9	2.3	59.3%	81
-10	-4	8	0.0762%	$37.6	2.3	55.3%	161
-10	-2	9	0.1659%	$43.0	2.3	55.6%	81
-10	-4	4	-0.1475%	$41.2	2.3	55.6%	81
-8	-2	9	0.0460%	$30.2	2.3	59.8%	241
-10	-7	8	0.0304%	$40.0	2.3	58.9%	241
-4	-2	5	0.0098%	$23.9	2.3	59.9%	322
-10	-2	8	0.0193%	$28.2	2.3	58.4%	322
-7	-2	5	0.0426%	$28.6	2.3	57.0%	242
-9	-2	2	0.0416%	$27.1	2.3	55.8%	242
-9	-7	-6	0.0321%	$10.6	2.3	56.5%	161
-10	-7	2	0.0551%	$43.9	2.3	56.5%	161
-9	-2	3	0.0694%	$27.9	2.3	56.5%	161
-5	-2	0	0.0914%	$26.1	2.3	55.6%	81
-10	-2	7	0.0193%	$27.3	2.3	56.8%	322
-10	-2	5	0.0476%	$27.3	2.3	60.6%	241
-8	-2	6	0.0460%	$28.9	2.3	59.8%	241
-8	-4	2	0.1113%	$40.6	2.3	61.7%	81
-10	-3	7	0.0467%	$32.6	2.3	56.8%	241
-10	-3	8	0.0851%	$37.0	2.3	57.1%	161
-5	-4	6	0.0190%	$34.0	2.3	56.6%	242
-6	-2	9	0.1047%	$36.9	2.3	56.8%	81
-6	-4	8	0.0464%	$37.5	2.3	55.3%	161
-6	-4	5	0.0464%	$34.0	2.3	55.9%	161
-7	-3	0	-0.0593%	$28.3	2.3	57.8%	161
-9	-2	2	0.1240%	$35.7	2.3	59.3%	81
-9	-2	0	-0.0471%	$23.5	2.3	58.3%	242
-10	-4	9	0.0223%	$31.1	2.3	56.8%	322
-5	-3	0	-0.0886%	$33.0	2.3	59.3%	81
-9	-2	5	0.0694%	$27.8	2.3	59.0%	161
-9	-2	4	0.0694%	$27.7	2.3	59.0%	161
-4	-2	10	0.0371%	$28.7	2.3	55.9%	161
-6	-2	0	-0.0378%	$23.3	2.3	56.2%	242
-10	-4	8	0.0481%	$33.4	2.3	56.4%	241
-10	-4	8	0.0223%	$31.1	2.3	56.5%	322
-10	-4	6	0.0762%	$37.1	2.3	55.9%	161
-6	-2	5	0.1047%	$33.1	2.3	56.8%	81
-10	-2	8	0.1659%	$42.4	2.2	55.6%	81
-7	-2	4	-0.1064%	$33.6	2.2	55.6%	81
-7	-2	4	0.0426%	$27.3	2.2	57.0%	242
-3	-2	6	0.0484%	$39.4	2.2	55.6%	81
-9	-7	-5	0.0069%	$11.5	2.2	57.1%	322
-10	-4	9	0.0481%	$32.8	2.2	56.8%	241
-10	-2	0	-0.0596%	$23.2	2.2	56.4%	241
-7	-2	10	0.1237%	$39.1	2.2	59.3%	81
-10	-9	-1	-0.0481%	$32.4	2.2	55.3%	161
-9	-2	0	-0.1333%	$32.6	2.2	60.5%	81
-7	-2	1	0.0668%	$29.6	2.2	57.1%	161
-8	-2	3	-0.1137%	$36.4	2.2	60.5%	81
-7	-4	6	0.0581%	$38.9	2.2	57.1%	161
-7	-2	9	0.0229%	$27.3	2.2	57.5%	322
-4	-2	0	-0.0396%	$25.9	2.2	57.1%	161
-6	-4	2	0.0464%	$33.6	2.2	57.8%	161
-8	-3	2	-0.1083%	$40.4	2.2	63.0%	81
-5	-4	7	0.0190%	$33.3	2.2	56.2%	242
-4	-2	10	0.0098%	$24.7	2.2	55.3%	322
-10	-7	6	0.1082%	$47.3	2.2	55.6%	81
-7	-2	2	0.0229%	$24.1	2.2	55.3%	322
-10	-3	10	0.0467%	$31.4	2.2	56.8%	241
-5	-4	9	0.0190%	$34.5	2.2	58.3%	242
-8	-3	4	-0.1083%	$40.1	2.2	59.3%	81
-9	-2	7	0.0416%	$27.4	2.2	55.8%	242
-8	-2	4	-0.1137%	$36.0	2.2	58.0%	81
-8	-4	8	0.1113%	$42.2	2.2	59.3%	81
-10	-4	2	0.0223%	$27.5	2.2	59.3%	322
-3	-2	2	0.0177%	$26.1	2.2	55.4%	242
-8	-3	0	-0.0654%	$28.1	2.2	56.5%	161
-6	-4	4	0.0815%	$41.2	2.2	55.6%	81
-10	-9	6	-0.0481%	$46.0	2.2	56.5%	161
-6	-2	1	0.0161%	$21.6	2.2	56.8%	322
-8	-3	3	0.1200%	$39.0	2.2	56.8%	81
-9	-8	-5	0.0104%	$15.9	2.1	56.0%	241
-10	-7	6	0.0304%	$37.8	2.1	56.8%	241
-10	-3	4	0.0467%	$27.8	2.1	56.4%	241
-10	-4	6	0.0223%	$29.8	2.1	55.9%	322
-10	-8	-5	0.0942%	$21.2	2.1	59.3%	81
-7	-2	0	-0.0652%	$25.9	2.1	56.5%	161
-7	-3	2	-0.1023%	$38.8	2.1	64.2%	81
-7	-4	2	0.0581%	$35.6	2.1	59.0%	161
-7	-2	3	-0.1064%	$33.4	2.1	59.3%	81
-10	-4	6	0.0481%	$32.4	2.1	56.4%	241
-10	-4	10	0.0762%	$34.7	2.1	57.1%	161
-7	-2	6	0.0229%	$25.3	2.1	56.5%	322
-9	-3	0	-0.0495%	$24.7	2.1	57.0%	242
-7	-2	5	-0.1064%	$34.5	2.1	55.6%	81
-7	-3	-1	-0.1023%	$18.8	2.1	58.0%	81
-10	-7	10	0.0304%	$36.5	2.1	58.1%	241
-6	-2	0	0.0161%	$17.9	2.1	55.3%	322
-10	-7	5	0.0551%	$40.9	2.1	55.9%	161
-5	-4	3	0.0190%	$30.0	2.1	57.0%	242
-10	-7	7	0.0304%	$36.7	2.1	57.3%	241
-10	-2	10	0.0193%	$25.7	2.1	56.2%	322
-4	-3	1	0.0386%	$31.4	2.1	59.3%	81
-10	-2	6	0.1659%	$40.2	2.1	56.8%	81
-10	-2	10	0.1659%	$39.7	2.1	58.0%	81
-6	-2	-1	-0.1059%	$14.7	2.1	56.8%	81
-5	-4	5	0.0190%	$30.9	2.1	57.9%	242
-10	-8	-5	0.0245%	$15.4	2.1	56.4%	241
-8	-2	2	0.0460%	$25.4	2.1	56.0%	241
-7	-2	3	0.0426%	$24.9	2.1	55.4%	242
-9	-2	8	0.0416%	$27.2	2.1	56.2%	242
-5	-4	10	0.0190%	$34.0	2.1	57.4%	242
-9	-2	9	0.0416%	$26.7	2.1	57.9%	242
-10	-4	7	0.0223%	$28.9	2.1	55.9%	322
-10	-3	6	0.0851%	$34.5	2.1	57.8%	161
-9	-2	10	0.0694%	$30.1	2.1	59.0%	161
-10	-2	5	0.0193%	$23.0	2.1	59.0%	322
-3	-2	3	0.0081%	$22.9	2.1	55.6%	322
-10	-3	2	0.0467%	$27.5	2.1	58.9%	241
-7	-2	8	0.0229%	$26.0	2.1	56.2%	322
-10	-4	4	0.0223%	$26.4	2.1	59.0%	322
-10	-3	7	0.0851%	$33.4	2.1	57.8%	161
-8	-2	7	0.0460%	$26.3	2.1	57.7%	241
-10	-2	6	0.0828%	$30.6	2.1	55.9%	161
-10	-7	3	0.0304%	$34.1	2.1	58.1%	241
-5	-4	4	0.0190%	$30.0	2.1	59.5%	242
-8	-2	3	0.0460%	$23.9	2.1	56.0%	241
-8	-3	3	-0.1083%	$36.7	2.1	60.5%	81
-10	-3	9	0.0194%	$27.2	2.1	58.4%	322
-10	-9	6	0.0115%	$33.4	2.0	55.3%	322
-10	-4	3	-0.1475%	$34.0	2.0	55.6%	81
-10	-8	-5	0.0460%	$17.2	2.0	55.3%	161
-10	-4	3	0.0223%	$25.5	2.0	58.7%	322
-6	-4	4	0.0464%	$31.0	2.0	55.3%	161
-10	-4	10	0.0223%	$28.5	2.0	56.5%	322
-10	-7	4	0.0304%	$34.3	2.0	56.4%	241
-8	-2	9	0.0223%	$23.7	2.0	57.8%	322
-10	-2	7	0.0828%	$29.4	2.0	55.3%	161
-8	-3	6	-0.1083%	$40.7	2.0	56.8%	81
-10	-9	2	0.0115%	$31.0	2.0	56.5%	322
-8	-4	5	0.1113%	$38.1	2.0	63.0%	81
-5	-3	2	0.0100%	$23.6	2.0	55.9%	322
-10	-2	10	0.0828%	$29.5	2.0	57.8%	161
-5	-2	1	-0.0566%	$25.2	2.0	57.1%	161
-10	-9	4	0.0259%	$34.0	2.0	55.6%	241
-10	-4	7	0.0481%	$30.0	2.0	56.0%	241
-6	-4	9	0.0464%	$33.4	2.0	56.5%	161
-10	-3	3	0.0467%	$25.5	2.0	57.7%	241
-9	-3	6	0.1193%	$40.2	2.0	60.5%	81
-9	-3	2	0.0166%	$23.8	2.0	57.1%	322

CRD#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-8	8	0.1378%	$61.4	4.3	71.2%	66
-10	-8	6	0.1378%	$54.2	3.8	66.2%	65
-10	-8	4	0.1378%	$55.4	3.7	66.2%	68
-10	-4	-2	0.0976%	$22.7	3.7	60.1%	218
-10	-8	5	0.1378%	$52.1	3.7	62.9%	70
-9	-4	-2	0.0445%	$18.5	3.3	60.5%	291
-10	-4	-2	0.0383%	$19.1	3.3	58.4%	291
-10	-8	2	0.1378%	$49.3	3.2	68.1%	69
-10	-6	-1	0.1288%	$30.2	3.1	58.6%	145
-8	-4	-2	0.0709%	$18.4	3.1	60.3%	219
-10	-8	7	0.1378%	$45.3	3.1	66.7%	66
-8	-6	-1	0.1454%	$31.2	3.0	56.9%	72
-10	-8	3	0.1378%	$46.9	3.0	64.2%	67
-8	-4	-2	0.1145%	$18.1	2.9	59.6%	146
-9	-4	-2	0.0938%	$17.4	2.9	61.2%	219
-9	-8	-3	-0.1006%	$21.9	2.9	56.2%	73
-9	-8	-7	0.0972%	$11.5	2.8	55.6%	72
-10	-9	-2	0.0596%	$27.6	2.8	58.3%	144
-9	-4	-1	0.0445%	$22.3	2.8	60.1%	291
-10	-8	1	0.1378%	$41.5	2.8	63.0%	73
-7	-4	-2	0.0627%	$16.6	2.8	59.5%	220
-9	-7	-1	0.0537%	$29.3	2.8	62.8%	218
-10	-8	-1	0.0892%	$34.8	2.7	60.7%	145
-10	-9	-5	0.0596%	$17.8	2.7	56.6%	145
-9	-4	-1	0.0938%	$22.9	2.7	60.3%	219
-9	-8	-1	0.0165%	$29.2	2.7	58.5%	289
-10	-8	-2	0.0892%	$24.6	2.7	61.4%	145
-10	-4	-2	0.1677%	$17.1	2.6	56.8%	146
-10	-8	9	0.1378%	$37.9	2.6	66.1%	62
-9	-8	-2	0.0165%	$21.9	2.6	59.9%	289
-10	-3	-2	0.2014%	$12.9	2.6	58.2%	146
-10	-5	-2	0.0849%	$18.9	2.6	57.3%	218
-10	-8	5	0.0892%	$33.7	2.5	60.3%	136
-10	-4	-1	0.0976%	$23.4	2.5	61.9%	218
-10	-8	-1	0.1378%	$37.3	2.5	61.6%	73
-7	-3	-2	0.2349%	$12.3	2.5	58.1%	74
-10	-9	-2	0.1070%	$24.2	2.5	55.6%	72
-10	-8	0	0.0892%	$31.7	2.4	60.0%	145
-10	-6	-2	0.1288%	$18.0	2.4	61.0%	146
-10	-8	2	0.0892%	$33.2	2.4	62.9%	140
-8	-3	-2	0.0569%	$10.6	2.4	57.1%	294
-9	-7	-2	0.0537%	$18.8	2.4	59.6%	218
-10	-8	0	0.1378%	$34.9	2.4	61.6%	73
-10	-8	1	0.0892%	$31.5	2.4	61.1%	144
-10	-8	4	0.0892%	$32.6	2.4	63.2%	136
-8	-4	-1	0.0709%	$19.4	2.4	59.4%	219
-9	-6	-1	0.1045%	$22.9	2.3	56.6%	145
-10	-8	8	0.0892%	$33.9	2.3	66.7%	126
-9	-6	-1	0.0279%	$21.1	2.3	59.0%	290
-10	-9	0	0.1070%	$31.3	2.3	56.3%	71
-9	-5	-1	0.0435%	$19.8	2.3	55.1%	292
-10	-8	-7	0.0498%	$7.3	2.3	55.1%	216
-9	-8	1	0.0165%	$25.5	2.3	56.4%	282
-9	-7	-1	0.0219%	$22.6	2.3	58.6%	290
-9	-8	2	0.0165%	$25.8	2.2	57.7%	279
-9	-8	0	0.0165%	$24.5	2.2	59.0%	288
-10	-6	0	0.1288%	$22.3	2.2	56.6%	145
-10	-8	10	0.1378%	$31.8	2.2	64.5%	62
-9	-8	-2	0.0338%	$19.3	2.2	57.8%	218
-7	-4	-2	0.1020%	$14.3	2.2	59.9%	147
-8	-4	-2	0.0341%	$13.1	2.2	57.7%	291
-10	-3	-2	0.1301%	$10.6	2.2	56.2%	219
-10	-5	-1	0.0849%	$22.2	2.2	57.3%	218
-9	-5	-1	0.0757%	$19.7	2.2	56.6%	219
-10	-9	-5	0.1070%	$15.2	2.2	57.5%	73
-10	-5	-2	0.0395%	$15.1	2.1	55.3%	291
-10	-4	-1	0.0383%	$18.5	2.1	60.1%	291
-9	-7	0	0.0537%	$21.8	2.1	61.0%	218
-10	-8	-2	0.0498%	$18.7	2.1	59.4%	217
-10	-8	3	0.0892%	$29.3	2.1	59.6%	136
-10	-9	-1	0.0596%	$27.5	2.1	56.2%	144
-10	-6	-1	0.0764%	$20.5	2.0	58.1%	217
-9	-8	-1	0.0338%	$23.9	2.0	56.4%	218
-7	-3	-2	0.0856%	$9.0	2.0	57.3%	220
-7	-4	-1	0.0627%	$15.7	2.0	57.7%	220
-10	-9	-3	0.0596%	$16.6	2.0	55.2%	145

EB#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-8	-3	-0.1012%	$40.3	5.3	62.5%	80
-9	-8	-4	-0.1012%	$33.9	5.0	58.8%	80
-10	-8	-3	-0.1367%	$34.1	4.4	56.2%	80
-9	-8	-2	-0.1012%	$45.4	4.0	56.2%	80
-10	-8	-4	-0.1367%	$23.9	3.6	61.3%	80
-9	-8	10	-0.1012%	$59.8	3.5	57.5%	80
-9	-8	9	-0.1012%	$58.1	3.5	56.2%	80
-9	-8	8	-0.1012%	$57.2	3.5	58.2%	79
-9	-8	7	-0.1012%	$51.9	3.2	58.8%	80
-9	-8	5	-0.1012%	$48.1	3.2	56.2%	80
-10	-9	-2	0.0650%	$31.3	3.2	56.2%	160
-9	-8	6	-0.1012%	$49.9	3.1	56.2%	80
-9	-7	-3	-0.1288%	$21.3	3.0	60.0%	80
-5	-4	-3	-0.1303%	$13.4	2.8	56.2%	80
-9	-7	10	-0.1288%	$44.8	2.6	58.8%	80
-9	-7	9	-0.1288%	$41.4	2.5	60.0%	80
-10	-4	-3	-0.2370%	$10.0	2.4	56.2%	80
-10	-7	-1	0.1074%	$28.4	2.3	58.1%	160
-10	-8	-2	0.0499%	$22.0	2.3	55.4%	240
-9	-7	8	-0.1288%	$39.0	2.3	57.0%	79
-9	-7	-3	-0.0695%	$15.8	2.3	56.0%	159
-10	-7	-3	-0.0941%	$14.9	2.2	55.6%	160
-3	-2	-1	0.1080%	$15.5	2.2	58.8%	160
-10	-7	1	0.1074%	$25.5	2.1	56.9%	160
-10	-7	2	0.1074%	$27.0	2.1	58.8%	160
-9	-7	-1	-0.1288%	$27.0	2.0	56.2%	80
-10	-4	-2	0.0894%	$12.4	2.0	55.8%	240

GAS#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-9	8	0.0874%	$44.9	4.4	55.4%	83
-10	-9	9	0.0874%	$47.9	4.4	57.3%	82
-10	-8	8	0.1354%	$39.5	4.2	55.4%	83
-10	-9	7	0.0874%	$41.3	4.1	57.8%	83
-10	-8	-4	-0.1432%	$26.5	3.9	56.6%	83
-10	-9	6	0.0874%	$38.9	3.8	56.6%	83
-10	-9	7	0.0621%	$38.1	3.6	57.8%	166
-10	-9	4	0.0874%	$36.1	3.6	55.4%	83
-10	-9	8	0.0621%	$37.6	3.4	55.2%	165
-10	-9	6	0.0621%	$33.4	3.2	55.4%	166
-6	-5	-1	0.1040%	$18.1	3.0	57.8%	83
-9	-6	-5	-0.1747%	$12.3	3.0	56.6%	83
-7	-5	-1	0.1352%	$15.4	2.6	55.4%	83
-10	-9	-4	-0.1103%	$17.8	2.6	56.6%	83
-10	-9	-3	-0.1103%	$18.7	2.4	55.4%	83

IHO#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-5	-4	6	-0.0986%	$106.1	6.6	58.8%	34
-9	-4	-2	0.2159%	$44.7	6.1	63.5%	52
-10	-7	7	-0.1542%	$90.2	6.0	61.8%	34
-10	-7	-1	-0.1542%	$66.5	5.4	61.5%	52
-10	-6	7	-0.1693%	$82.4	5.1	55.2%	29
-5	-4	8	-0.0986%	$76.1	5.1	61.1%	36
-9	-6	-2	0.1603%	$45.8	4.8	62.0%	50
-10	-9	8	-0.1074%	$64.8	4.8	64.0%	25
-9	-6	-1	0.1603%	$56.7	4.7	65.4%	52
-10	-8	6	-0.1237%	$66.6	4.7	56.7%	30
-9	-6	9	0.1603%	$68.4	4.5	61.1%	36
-10	-8	-1	-0.1237%	$56.3	4.5	65.4%	52
-9	-6	5	0.1603%	$66.3	4.5	58.3%	36
-9	-8	6	-0.0533%	$68.2	4.5	64.9%	57
-10	-6	9	0.1700%	$65.2	4.4	61.8%	34
-7	-6	3	0.0813%	$59.3	4.4	59.5%	37
-9	-6	10	0.1603%	$62.4	4.2	61.1%	36
-9	-6	2	0.1603%	$59.6	4.2	61.1%	36
-10	-8	8	-0.0432%	$57.1	4.1	57.3%	89
-10	-4	-2	-0.2125%	$39.9	4.1	58.2%	55
-9	-5	9	0.1952%	$66.3	4.1	55.6%	36
-10	-9	7	0.0909%	$78.9	4.1	69.0%	29
-9	-6	6	0.1603%	$63.8	4.1	58.1%	31
-10	-5	9	0.1974%	$64.6	4.0	55.9%	34
-10	-8	8	-0.0812%	$57.3	4.0	56.1%	57
-10	-8	-1	-0.0812%	$49.2	4.0	61.2%	98
-10	-6	10	0.1700%	$58.4	3.9	58.8%	34
-9	-6	7	0.1603%	$56.1	3.9	56.8%	37
-10	-9	8	-0.0361%	$56.7	3.8	58.0%	88
-10	-7	8	-0.1542%	$58.0	3.8	64.5%	31
-10	-8	7	-0.0812%	$51.5	3.8	56.7%	60
-9	-8	6	-0.0878%	$60.8	3.8	58.6%	29
-10	-7	0	-0.1542%	$45.2	3.7	60.4%	48
-6	-4	-2	-0.1292%	$34.5	3.6	57.4%	54
-9	-4	3	0.2159%	$42.0	3.6	61.0%	41
-10	-4	-1	-0.2125%	$47.1	3.6	63.6%	55
-9	-5	1	0.1952%	$48.5	3.6	56.8%	37
-10	-9	2	0.0138%	$49.5	3.5	57.0%	158
-10	-5	10	0.1974%	$57.4	3.5	55.9%	34
-10	-9	6	-0.0361%	$53.7	3.5	56.2%	89
-10	-7	6	-0.1542%	$48.1	3.5	57.6%	33
-10	-3	-2	-0.2648%	$26.6	3.5	56.4%	55
-10	-9	3	0.0909%	$61.1	3.4	55.9%	34
-5	-4	7	-0.0986%	$41.3	3.4	55.6%	36
-10	-9	-3	0.0295%	$34.0	3.4	60.1%	148
-10	-8	0	-0.1237%	$47.0	3.4	60.4%	48
-10	-9	10	0.0138%	$56.1	3.4	57.6%	118
-10	-9	9	0.0138%	$56.1	3.3	58.5%	118
-9	-4	-2	0.1432%	$22.8	3.2	56.3%	103
-10	-5	-1	-0.1983%	$44.4	3.2	61.5%	52
-9	-4	-3	0.2159%	$16.1	3.2	63.0%	54
-9	-6	0	0.1603%	$39.9	3.2	58.7%	46
-10	-9	5	0.0138%	$45.4	3.2	55.2%	134
-10	-9	7	0.0138%	$49.3	3.2	59.5%	126
-9	-6	-3	0.1603%	$24.3	3.2	60.4%	53
-6	-4	6	-0.1292%	$44.9	3.2	55.2%	29
-10	-9	2	0.0909%	$58.0	3.1	60.5%	38
-10	-9	8	-0.0630%	$45.9	3.1	58.9%	56
-10	-8	0	-0.0812%	$38.9	3.1	57.9%	95
-10	-4	-3	-0.2125%	$15.0	3.1	56.4%	55
-6	-3	-1	-0.1692%	$34.1	3.1	57.9%	57
-10	-9	4	0.0138%	$40.2	3.1	58.0%	131
-10	-9	10	-0.0361%	$44.8	3.1	57.7%	97
-3	-2	-1	-0.0866%	$24.4	3.1	56.0%	125
-9	-8	0	-0.0533%	$42.4	3.1	59.8%	97
-10	-9	-1	-0.1074%	$46.7	3.1	60.0%	50
-9	-8	7	-0.0533%	$42.3	3.1	57.1%	63
-9	-4	5	0.2159%	$42.3	3.0	60.6%	33
-10	-9	3	0.0138%	$40.6	3.0	55.4%	148
-10	-9	7	0.0507%	$48.2	3.0	62.1%	66
-7	-2	-1	-0.2619%	$29.2	3.0	59.6%	57
-10	-4	8	-0.2125%	$40.6	3.0	58.1%	31
-9	-8	-1	-0.0533%	$40.1	3.0	59.6%	99
-10	-9	-2	0.0295%	$33.1	3.0	55.3%	150
-10	-9	9	-0.0361%	$42.3	3.0	58.8%	97
-10	-6	2	0.1046%	$36.7	3.0	60.5%	81
-10	-7	5	-0.1542%	$40.8	2.9	56.8%	37
-10	-4	-2	0.0908%	$19.6	2.9	59.2%	157
-10	-9	5	-0.0361%	$40.6	2.8	57.6%	99
-9	-5	-2	0.1150%	$24.9	2.8	57.8%	102
-10	-5	5	-0.1983%	$45.4	2.8	56.2%	32
-10	-4	0	-0.2125%	$34.7	2.8	60.0%	50
-9	-6	-2	0.0906%	$24.8	2.8	59.4%	101
-3	-2	-1	-0.0546%	$20.2	2.8	55.7%	185
-10	-9	1	0.0138%	$37.2	2.8	58.5%	164
-10	-8	6	-0.0812%	$38.3	2.8	57.1%	63
-10	-9	1	0.0909%	$45.7	2.7	59.0%	39
-7	-4	3	0.1663%	$40.4	2.7	56.8%	37
-9	-4	-2	0.0828%	$17.9	2.7	56.4%	156
-10	-9	9	0.0295%	$45.9	2.7	58.0%	88
-8	-4	-3	0.1883%	$14.4	2.7	65.5%	55
-10	-9	-5	0.0909%	$23.1	2.7	61.2%	49
-10	-5	7	-0.1983%	$48.7	2.7	56.7%	30
-10	-8	10	-0.0432%	$37.8	2.6	56.0%	91
-9	-4	-3	0.1432%	$11.4	2.6	59.3%	108
-10	-9	-5	0.0295%	$20.4	2.6	58.2%	146
-10	-9	7	-0.0630%	$39.9	2.6	55.6%	63
-10	-4	7	0.1490%	$35.9	2.6	57.1%	63
-10	-9	10	0.0295%	$43.8	2.6	58.0%	88
-7	-5	2	0.1395%	$37.3	2.6	61.1%	36
-10	-9	-3	0.0138%	$24.9	2.6	58.8%	199
-9	-4	-3	-0.1825%	$17.7	2.6	57.4%	54
-10	-6	2	0.1700%	$33.2	2.5	55.3%	38
-8	-2	-1	-0.2660%	$24.1	2.5	56.4%	55
-10	-9	-1	0.0138%	$34.1	2.5	59.0%	200
-10	-9	0	-0.1074%	$37.3	2.5	58.3%	48
-10	-8	9	-0.0432%	$35.6	2.5	56.0%	91
-10	-8	5	-0.0432%	$33.0	2.5	55.1%	107
-10	-8	5	-0.0812%	$34.7	2.5	56.5%	69
-7	-4	5	0.1663%	$41.1	2.5	63.9%	36
-10	-8	-1	-0.0432%	$29.7	2.5	57.1%	147
-10	-6	-1	0.1046%	$27.8	2.4	61.9%	105
-10	-5	0	-0.1983%	$31.5	2.4	58.0%	50
-10	-9	-4	0.0295%	$19.9	2.4	56.5%	147
-10	-9	-1	0.0295%	$34.5	2.4	59.3%	150
-7	-6	5	0.0813%	$39.6	2.4	57.5%	40
-9	-7	-2	0.1386%	$26.2	2.4	56.2%	48
-10	-9	6	0.0138%	$36.8	2.4	56.5%	124
-10	-8	-2	-0.0812%	$27.9	2.4	55.1%	98
-10	-8	9	0.0190%	$38.1	2.4	57.0%	121
-9	-6	-1	0.0906%	$26.1	2.3	58.8%	102
-10	-9	4	0.0295%	$31.1	2.3	57.3%	96
-9	-5	2	0.1952%	$35.1	2.3	58.3%	36
-10	-9	9	-0.0630%	$35.7	2.3	55.6%	63
-7	-4	-3	0.1663%	$10.7	2.3	55.4%	56
-10	-4	-2	-0.1340%	$20.9	2.3	57.9%	107
-6	-4	5	0.1424%	$34.5	2.3	55.9%	34
-9	-6	-5	0.1603%	$10.1	2.3	60.8%	51
-10	-7	-6	-0.1542%	$13.5	2.3	56.0%	50
-10	-6	0	-0.1693%	$31.5	2.3	55.1%	49
-10	-6	1	0.1046%	$28.9	2.3	60.0%	80
-9	-5	-2	0.1952%	$22.6	2.3	59.6%	52
-10	-9	-3	0.0507%	$24.0	2.3	56.4%	101
-9	-6	-3	0.0906%	$16.8	2.2	57.5%	106
-4	-2	-1	-0.1862%	$21.9	2.2	55.7%	61
-10	-8	10	0.0190%	$36.0	2.2	56.2%	121
-10	-9	2	0.0507%	$33.7	2.2	56.2%	80
-10	-4	-3	0.1490%	$10.8	2.2	58.3%	108
-10	-9	-6	0.0295%	$14.1	2.2	61.0%	146
-10	-8	-2	-0.1237%	$26.4	2.2	55.8%	52
-10	-9	7	0.0295%	$34.0	2.2	57.4%	94
-9	-4	0	0.2159%	$23.1	2.2	55.1%	49
-10	-6	-3	0.1046%	$16.2	2.2	58.1%	105
-10	-5	6	-0.1983%	$37.5	2.2	58.6%	29
-10	-9	5	-0.1074%	$30.1	2.2	62.5%	32
-9	-4	-3	0.0828%	$9.0	2.1	56.9%	160
-10	-9	5	-0.0630%	$30.5	2.1	59.1%	66
-10	-5	-2	0.1974%	$19.4	2.1	58.8%	51
-10	-9	9	0.0909%	$48.4	2.1	57.1%	28
-10	-6	6	-0.1693%	$34.4	2.1	60.0%	30
-10	-9	10	0.0507%	$39.8	2.1	55.4%	56
-8	-6	-3	0.0194%	$14.8	2.1	57.7%	208
-10	-4	-3	0.0908%	$9.0	2.1	57.4%	162
-10	-6	7	0.1046%	$27.8	2.0	55.1%	69
-7	-6	2	0.0141%	$23.2	2.0	57.4%	162
-4	-3	10	-0.0353%	$28.1	2.0	56.3%	103
-4	-3	9	-0.0353%	$27.9	2.0	55.3%	103

IRB#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-2	8	-0.3248%	$115.6	8.2	67.7%	31
-8	-2	8	-0.3136%	$110.1	8.1	68.8%	32
-10	-9	6	0.0916%	$143.9	7.8	66.7%	30
-7	-2	8	-0.2889%	$100.9	7.3	66.7%	33
-10	-5	8	-0.2467%	$129.7	7.2	77.8%	27
-7	-5	8	-0.1485%	$116.3	7.1	72.7%	33
-7	-5	8	-0.0929%	$116.9	6.9	69.1%	55
-7	-6	6	0.1116%	$106.0	6.7	70.0%	30
-7	-3	8	-0.2342%	$103.5	6.7	58.8%	34
-8	-6	-2	0.1482%	$62.5	6.7	64.4%	45
-7	-6	2	0.1116%	$86.9	6.6	65.7%	35
-10	-6	8	0.2047%	$75.1	6.5	65.4%	26
-10	-6	8	-0.1270%	$120.2	6.5	62.3%	53
-9	-8	8	-0.1077%	$128.3	6.4	65.5%	29
-10	-2	8	-0.3680%	$80.5	6.4	62.5%	32
-10	-9	-3	0.0916%	$63.9	6.2	56.2%	48
-7	-6	2	0.0749%	$71.8	6.0	61.2%	67
-8	-4	-2	0.2479%	$49.3	6.0	68.0%	50
-5	-3	8	-0.1803%	$90.2	5.8	62.9%	35
-7	-6	10	0.1116%	$76.6	5.8	64.3%	28
-7	-6	5	0.1116%	$81.2	5.7	65.6%	32
-10	-8	8	-0.1549%	$107.8	5.7	74.1%	27
-7	-4	-2	0.1956%	$46.0	5.7	62.7%	51
-10	-9	9	-0.0411%	$109.5	5.7	62.9%	89
-7	-6	10	-0.1027%	$105.3	5.7	67.7%	31
-7	-6	8	0.1116%	$83.4	5.7	63.0%	27
-7	-6	9	0.1116%	$72.6	5.6	71.4%	28
-10	-9	10	-0.0411%	$108.5	5.6	62.9%	89
-9	-8	8	-0.0663%	$97.2	5.6	66.0%	47
-10	-6	10	-0.1270%	$102.5	5.5	63.6%	66
-10	-8	9	-0.1549%	$103.6	5.5	68.6%	35
-10	-9	9	-0.0711%	$114.8	5.5	63.5%	63
-7	-6	9	-0.1027%	$102.3	5.5	67.7%	31
-10	-6	9	-0.1270%	$101.6	5.5	63.6%	66
-10	-6	-3	0.2047%	$48.9	5.4	61.2%	49
-10	-6	8	-0.1938%	$111.2	5.4	65.5%	29
-7	-6	7	0.1116%	$74.0	5.4	67.7%	31
-10	-9	3	0.0916%	$97.1	5.4	68.6%	35
-10	-9	10	-0.0711%	$112.5	5.4	63.5%	63
-10	-8	10	-0.1549%	$101.8	5.3	68.6%	35
-10	-9	1	0.0916%	$88.2	5.2	65.0%	40
-10	-6	9	0.2047%	$60.9	5.2	64.3%	28
-10	-6	10	-0.0866%	$92.4	5.2	63.5%	85
-10	-6	9	-0.0866%	$92.4	5.2	63.5%	85
-9	-6	8	-0.1007%	$98.9	5.2	61.8%	55
-8	-6	10	-0.1370%	$106.2	5.0	65.6%	32
-8	-6	9	-0.1370%	$105.8	5.0	65.6%	32
-10	-6	6	0.2047%	$62.2	5.0	60.6%	33
-9	-8	10	-0.1077%	$107.0	5.0	60.6%	33
-10	-6	6	-0.1270%	$93.4	5.0	60.0%	60
-10	-6	10	0.2047%	$59.2	5.0	64.3%	28
-10	-5	8	-0.1490%	$97.3	5.0	63.5%	52
-10	-3	8	-0.1870%	$80.2	4.9	61.7%	60
-9	-8	9	-0.1077%	$104.5	4.9	60.6%	33
-10	-5	9	-0.1490%	$96.5	4.9	66.2%	65
-10	-9	-7	0.0916%	$29.5	4.9	66.0%	47
-10	-6	7	-0.1270%	$92.7	4.9	59.4%	64
-10	-6	-2	0.2047%	$52.5	4.9	59.2%	49
-10	-4	8	-0.1782%	$83.6	4.8	59.6%	57
-9	-8	10	-0.0663%	$91.8	4.8	64.4%	59
-9	-8	9	-0.0663%	$90.8	4.8	64.4%	59
-10	-5	10	-0.1490%	$95.0	4.8	66.2%	65
-10	-7	-3	0.2051%	$41.9	4.8	60.0%	50
-10	-6	8	-0.0866%	$87.8	4.7	62.3%	77
-7	-5	9	0.1618%	$72.8	4.7	63.3%	30
-10	-8	7	-0.1549%	$87.1	4.7	65.7%	35
-7	-5	9	-0.0929%	$88.1	4.7	67.2%	58
-10	-8	9	-0.1041%	$91.8	4.7	63.9%	61
-7	-5	10	-0.1485%	$94.3	4.7	75.9%	29
-10	-8	9	-0.0621%	$85.9	4.6	61.6%	86
-9	-2	8	-0.1933%	$61.9	4.6	58.7%	63
-10	-6	-1	0.2047%	$56.5	4.6	60.4%	48
-10	-4	8	-0.1139%	$76.1	4.6	60.0%	85
-7	-5	10	-0.0929%	$86.5	4.6	67.2%	58
-7	-5	10	0.1618%	$71.5	4.6	63.3%	30
-7	-5	9	-0.1485%	$91.7	4.6	75.9%	29
-10	-6	-2	0.1305%	$44.9	4.6	59.8%	97
-10	-8	10	-0.0621%	$85.3	4.5	61.6%	86
-10	-7	-2	0.2051%	$49.5	4.5	63.3%	49
-10	-8	10	-0.1041%	$89.9	4.5	63.9%	61
-10	-9	5	-0.0411%	$78.3	4.5	62.7%	110
-10	-6	-2	0.0343%	$41.6	4.5	60.4%	192
-9	-6	8	-0.0638%	$80.1	4.5	59.7%	77
-9	-5	8	-0.2043%	$96.7	4.5	70.0%	30
-10	-9	0	0.0916%	$74.2	4.5	62.2%	45
-7	-2	8	-0.1748%	$56.2	4.5	57.8%	64
-10	-9	5	0.0916%	$93.1	4.5	65.6%	32
-7	-6	-2	0.0749%	$44.3	4.5	61.9%	97
-7	-6	4	0.1116%	$69.1	4.5	63.6%	33
-10	-9	5	-0.0711%	$82.9	4.4	62.7%	75
-10	-8	4	-0.1549%	$75.0	4.4	67.6%	34
-9	-5	9	-0.0766%	$83.0	4.4	65.2%	89
-10	-9	4	-0.0711%	$82.6	4.4	62.9%	70
-10	-5	9	-0.2467%	$91.8	4.4	71.1%	38
-9	-4	8	-0.0878%	$76.6	4.4	61.9%	84
-9	-7	-3	0.1665%	$35.7	4.4	57.4%	47
-10	-2	8	-0.2216%	$54.7	4.4	58.3%	60
-9	-5	10	-0.0766%	$82.3	4.4	66.3%	89
-10	-5	10	-0.2467%	$90.6	4.3	71.1%	38
-10	-9	-1	0.0916%	$68.3	4.3	59.1%	44
-10	-8	6	0.0832%	$74.0	4.3	62.3%	61
-10	-9	4	-0.0411%	$73.2	4.3	60.0%	100
-10	-6	-2	0.0724%	$39.8	4.3	59.4%	143
-8	-7	-2	0.1149%	$43.7	4.2	58.7%	46
-8	-6	-2	0.0985%	$37.4	4.2	56.5%	92
-9	-6	10	-0.1007%	$82.1	4.2	63.1%	65
-10	-9	-2	0.0558%	$49.8	4.2	58.8%	97
-9	-6	9	-0.1007%	$81.9	4.2	61.5%	65
-8	-4	-1	0.2479%	$43.4	4.2	56.0%	50
-10	-6	-1	0.0343%	$45.9	4.2	58.0%	193
-10	-9	2	-0.0411%	$69.3	4.2	59.8%	107
-10	-8	-4	-0.1549%	$32.4	4.2	55.1%	49
-9	-5	8	-0.1224%	$77.3	4.2	63.5%	52
-10	-9	8	-0.1153%	$95.9	4.1	71.0%	31
-9	-6	9	-0.0638%	$78.1	4.1	60.9%	87
-9	-6	10	-0.0638%	$78.0	4.1	62.1%	87
-10	-5	7	-0.2467%	$83.4	4.1	58.8%	34
-7	-6	1	0.1116%	$59.7	4.1	63.6%	44
-10	-5	9	-0.0916%	$75.3	4.1	61.3%	93
-10	-6	7	-0.0866%	$74.7	4.1	61.1%	95
-3	-2	10	-0.1796%	$62.5	4.1	61.8%	34
-9	-7	-4	-0.1384%	$25.6	4.1	62.5%	48
-10	-6	10	0.1305%	$56.2	4.1	59.7%	62
-7	-6	5	0.0749%	$55.9	4.0	58.3%	60
-10	-6	9	0.1305%	$55.3	4.0	59.7%	62
-10	-5	8	-0.0916%	$71.5	4.0	56.2%	80
-10	-5	10	-0.0916%	$73.9	4.0	61.3%	93
-10	-8	3	0.1351%	$59.3	4.0	59.0%	39
-10	-9	0	-0.0411%	$58.5	4.0	58.5%	135
-3	-2	9	-0.1796%	$60.8	4.0	61.8%	34
-10	-8	8	-0.1041%	$78.1	4.0	64.2%	53
-10	-9	7	-0.0711%	$85.2	3.9	63.2%	68
-10	-6	-3	0.0343%	$28.4	3.9	60.9%	192
-10	-6	-1	0.0724%	$43.5	3.9	55.9%	143
-9	-3	8	-0.1637%	$63.2	3.9	58.3%	60
-10	-9	7	-0.0411%	$76.9	3.9	60.0%	95
-9	-7	-2	0.1665%	$44.8	3.9	62.5%	48
-10	-6	5	-0.1270%	$67.1	3.9	60.6%	71
-5	-2	8	-0.1367%	$54.2	3.9	57.4%	68
-10	-6	9	-0.1938%	$78.8	3.9	60.5%	38
-10	-9	2	-0.0711%	$69.9	3.9	57.3%	75
-9	-6	-3	0.2003%	$35.3	3.9	55.1%	49
-10	-9	-2	0.0318%	$45.2	3.8	56.6%	143
-7	-6	8	-0.1027%	$75.0	3.8	57.6%	33
-10	-9	8	-0.0711%	$82.6	3.8	63.2%	57
-10	-6	10	-0.1938%	$77.3	3.8	60.5%	38
-9	-4	-2	0.1713%	$30.3	3.8	61.6%	99
-10	-9	1	-0.0411%	$62.0	3.8	59.2%	125
-10	-9	-4	-0.0411%	$33.4	3.8	59.6%	141
-10	-4	-2	0.1839%	$30.7	3.8	60.2%	98
-10	-4	-2	0.1146%	$28.8	3.8	61.1%	149
-6	-5	9	-0.1081%	$59.3	3.8	66.7%	24
-10	-6	-3	0.0724%	$29.0	3.8	59.4%	143
-9	-8	4	-0.0663%	$56.5	3.8	59.4%	64
-7	-6	-2	0.1116%	$40.2	3.8	60.4%	48
-6	-5	10	-0.1081%	$60.0	3.7	66.7%	24
-10	-2	6	0.4155%	$42.5	3.7	58.8%	34
-10	-9	0	-0.0711%	$60.1	3.7	60.9%	92
-6	-5	9	-0.0343%	$57.8	3.7	59.3%	91
-8	-5	-1	0.1918%	$46.9	3.7	60.4%	48
-10	-6	7	-0.1938%	$75.4	3.7	60.0%	35
-10	-3	8	-0.3128%	$54.9	3.7	58.1%	31
-10	-6	6	0.1305%	$48.7	3.7	57.1%	63
-9	-5	8	-0.0766%	$68.5	3.6	59.5%	79
-10	-7	-3	0.1145%	$30.4	3.6	55.1%	98
-10	-8	-3	0.1351%	$36.1	3.6	57.1%	49
-10	-6	6	-0.0866%	$65.5	3.6	60.4%	96
-9	-5	6	0.2351%	$63.7	3.6	62.5%	32
-10	-9	-3	0.0558%	$37.4	3.6	55.7%	97
-10	-6	5	0.2047%	$40.0	3.6	56.7%	30
-6	-5	10	-0.0343%	$56.4	3.6	59.3%	91
-10	-9	-4	-0.0711%	$34.4	3.5	55.7%	97
-9	-4	-2	0.0980%	$27.6	3.5	59.5%	148
-7	-2	7	-0.1748%	$51.3	3.5	60.8%	74
-10	-9	-1	-0.0411%	$48.4	3.5	56.9%	144
-10	-9	-5	0.0916%	$30.1	3.5	57.4%	47
-8	-4	-2	0.1435%	$27.6	3.5	57.7%	97
-7	-6	6	0.0749%	$51.5	3.5	58.7%	63
-10	-9	-3	0.0318%	$36.5	3.5	57.7%	142
-9	-8	4	-0.1077%	$62.4	3.5	61.1%	36
-9	-6	-2	0.1213%	$34.9	3.5	57.9%	95
-10	-2	3	0.4155%	$32.8	3.5	57.9%	38
-9	-4	8	-0.1460%	$58.0	3.5	63.6%	55
-10	-9	4	0.0916%	$60.0	3.5	64.9%	37
-9	-5	9	-0.2043%	$82.6	3.5	69.7%	33
-9	-8	10	-0.0411%	$66.4	3.5	57.8%	83
-9	-5	10	-0.2043%	$82.5	3.4	69.7%	33
-7	-5	8	-0.0578%	$58.8	3.4	56.3%	87
-10	-8	2	-0.1549%	$59.2	3.4	65.8%	38
-10	-9	1	-0.0711%	$61.2	3.4	59.8%	87
-9	-8	9	-0.0411%	$64.6	3.4	57.8%	83
-10	-6	-1	0.1305%	$40.2	3.4	57.3%	96
-10	-9	4	-0.1153%	$67.3	3.3	60.5%	38
-10	-9	6	-0.0711%	$71.3	3.3	57.8%	64
-8	-5	1	0.1918%	$48.5	3.3	56.4%	39
-10	-9	-5	0.0318%	$26.2	3.3	60.7%	140
-10	-8	3	0.0832%	$50.5	3.3	58.1%	74
-10	-9	6	-0.0411%	$62.4	3.3	57.0%	100
-8	-6	8	-0.1370%	$69.2	3.3	55.6%	36
-10	-7	-2	0.0676%	$33.9	3.3	55.9%	145
-9	-6	-3	0.1213%	$26.5	3.3	56.4%	94
-8	-6	8	-0.0484%	$57.9	3.3	57.1%	84
-8	-6	9	-0.0484%	$58.2	3.3	58.2%	91
-10	-9	-1	0.0318%	$44.4	3.3	57.7%	137
-10	-7	0	0.2051%	$44.3	3.3	57.8%	45
-10	-9	-1	0.0558%	$46.6	3.3	59.1%	93
-10	-9	9	-0.1153%	$78.4	3.3	63.6%	33
-8	-4	2	0.2479%	$40.3	3.3	55.8%	43
-8	-7	-1	0.1149%	$36.9	3.3	55.6%	45
-9	-3	8	-0.0926%	$52.7	3.3	57.6%	92
-8	-6	10	-0.0484%	$57.2	3.3	57.1%	91
-8	-5	-2	0.1918%	$35.3	3.2	68.8%	48
-7	-5	6	0.1618%	$59.2	3.2	63.3%	30
-9	-5	9	-0.1224%	$66.6	3.2	65.0%	60
-10	-8	0	0.1351%	$43.4	3.2	58.7%	46
-10	-7	-4	-0.1815%	$25.0	3.2	60.0%	50
-10	-6	8	0.1305%	$48.4	3.2	58.3%	60
-6	-5	9	-0.0611%	$56.0	3.2	58.2%	55
-10	-4	-2	0.0632%	$23.9	3.2	58.1%	198
-10	-9	-2	0.0142%	$37.0	3.2	56.8%	190
-9	-5	10	-0.1224%	$65.5	3.2	65.0%	60
-10	-9	8	-0.0411%	$62.0	3.2	56.5%	85
-10	-8	4	-0.1041%	$52.4	3.2	60.9%	64
-10	-4	-2	0.2705%	$27.2	3.2	62.7%	51
-10	-8	-3	0.0832%	$28.6	3.1	60.0%	95
-10	-9	3	-0.0411%	$51.9	3.1	57.9%	107
-9	-5	-2	0.2351%	$36.5	3.1	63.8%	47
-10	-8	5	-0.1549%	$57.1	3.1	60.5%	38
-9	-5	9	0.2351%	$53.5	3.1	56.5%	23
-8	-5	9	-0.0591%	$57.4	3.1	60.0%	90
-10	-4	-3	0.1146%	$14.5	3.1	56.2%	146
-10	-7	9	-0.1815%	$55.6	3.1	64.9%	37
-10	-6	-3	0.1305%	$25.6	3.1	57.4%	94
-7	-4	-2	0.1215%	$24.5	3.1	56.6%	99
-9	-5	10	0.2351%	$53.5	3.1	56.5%	23
-10	-7	8	0.2051%	$48.4	3.1	59.4%	32
-10	-9	0	0.0558%	$44.6	3.1	60.6%	94
-10	-5	0	-0.1490%	$43.8	3.1	57.0%	93
-10	-5	7	-0.1490%	$59.7	3.1	55.1%	69
-10	-9	10	-0.1153%	$73.9	3.1	63.6%	33
-9	-4	-2	0.0512%	$22.9	3.1	56.6%	198
-9	-7	-1	0.1665%	$46.0	3.1	63.6%	44
-10	-9	6	0.0318%	$53.0	3.1	57.1%	84
-10	-7	5	0.2051%	$51.8	3.1	59.4%	32
-10	-8	4	-0.0621%	$50.2	3.0	58.5%	94
-9	-6	4	-0.1007%	$52.3	3.0	57.6%	66
-10	-9	-3	-0.0411%	$30.2	3.0	60.3%	141
-8	-5	10	-0.0591%	$55.9	3.0	60.0%	90
-10	-9	-3	0.0142%	$31.2	3.0	57.7%	189
-6	-5	10	-0.0611%	$53.6	3.0	58.2%	55
-10	-7	6	0.0297%	$44.8	3.0	57.9%	121
-10	-5	-2	0.0497%	$26.0	3.0	58.4%	202
-9	-8	3	-0.0663%	$44.6	3.0	57.1%	63
-9	-6	-2	0.0773%	$30.2	3.0	55.9%	143
-9	-4	9	-0.0878%	$56.6	3.0	59.6%	89
-9	-5	-1	0.2351%	$38.0	3.0	63.0%	46
-8	-6	5	-0.1370%	$57.4	3.0	60.6%	33
-9	-5	-2	0.0904%	$28.4	3.0	55.2%	145
-10	-7	10	-0.1815%	$54.4	3.0	64.9%	37
-10	-9	-5	-0.0411%	$22.5	3.0	59.0%	139
-9	-7	10	-0.0487%	$53.1	3.0	56.2%	89
-10	-4	6	0.2705%	$43.2	3.0	59.4%	32
-9	-5	1	0.2351%	$45.1	2.9	58.3%	36
-9	-2	9	-0.3248%	$53.0	2.9	59.5%	37
-7	-6	3	0.1116%	$44.1	2.9	57.5%	40
-9	-4	10	-0.0878%	$55.7	2.9	59.6%	89
-10	-5	5	-0.2467%	$51.3	2.9	57.5%	40
-10	-9	-1	-0.0711%	$44.8	2.9	56.7%	97
-10	-9	-5	0.0142%	$22.0	2.9	60.5%	185
-8	-4	8	-0.0729%	$51.6	2.9	58.9%	95
-10	-6	6	0.0343%	$41.7	2.9	57.7%	123
-9	-7	9	-0.0487%	$51.9	2.9	57.3%	89
-4	-2	10	-0.2261%	$37.4	2.9	56.4%	39
-10	-5	-2	0.1024%	$26.8	2.9	57.0%	151
-10	-4	9	-0.1782%	$53.4	2.8	58.8%	68
-10	-8	6	0.1351%	$52.4	2.8	61.8%	34
-9	-2	10	-0.3248%	$51.1	2.8	59.5%	37
-9	-8	7	-0.1077%	$51.8	2.8	56.2%	32
-10	-6	5	-0.0866%	$46.8	2.8	60.0%	105
-9	-7	8	-0.1384%	$55.5	2.8	59.3%	27
-8	-5	8	-0.1059%	$46.8	2.8	58.6%	58
-9	-6	5	-0.1007%	$51.1	2.8	59.4%	64
-10	-6	6	0.0724%	$41.9	2.8	56.0%	91
-10	-7	-2	0.0297%	$27.7	2.8	56.2%	194
-4	-2	9	-0.2261%	$36.2	2.8	56.4%	39
-10	-6	9	0.0724%	$41.8	2.8	55.1%	89
-9	-6	-3	0.0773%	$21.5	2.8	57.7%	142
-10	-8	0	-0.1549%	$40.4	2.8	56.2%	48
-10	-8	1	-0.1549%	$46.1	2.8	71.4%	42
-10	-7	-1	0.2051%	$37.7	2.8	59.6%	47
-8	-4	-2	0.0858%	$21.8	2.8	55.6%	144
-8	-6	6	-0.1370%	$57.9	2.8	59.4%	32
-10	-7	-1	0.0676%	$34.1	2.8	56.7%	141
-8	-6	-2	0.0603%	$25.9	2.8	56.1%	139
-7	-6	-2	0.0334%	$27.5	2.8	58.6%	145
-10	-9	-2	-0.0411%	$35.9	2.8	56.2%	144
-10	-6	1	0.1305%	$35.4	2.8	57.5%	80
-9	-8	7	-0.0663%	$46.6	2.7	55.2%	58
-10	-9	1	0.0558%	$42.8	2.7	57.3%	82
-10	-8	1	0.1351%	$42.8	2.7	59.5%	42
-7	-6	9	0.0749%	$37.7	2.7	63.6%	55
-7	-6	1	0.0749%	$37.2	2.7	57.0%	86
-10	-4	10	-0.1782%	$51.6	2.7	58.8%	68
-7	-2	9	-0.2889%	$48.0	2.7	57.1%	35
-10	-7	8	-0.1815%	$58.1	2.7	68.0%	25
-10	-9	5	-0.1153%	$57.3	2.7	59.5%	37
-9	-5	-2	0.0494%	$24.3	2.7	56.2%	194
-10	-5	-2	0.1544%	$25.9	2.7	59.4%	101
-10	-8	5	-0.1041%	$48.7	2.7	57.7%	71
-10	-9	-7	0.0318%	$15.7	2.7	59.4%	138
-10	-6	6	-0.1938%	$53.2	2.7	55.6%	36
-7	-5	9	-0.0578%	$49.7	2.7	60.5%	86
-7	-6	8	0.0749%	$42.2	2.7	60.4%	53
-8	-2	9	-0.3136%	$44.5	2.7	59.0%	39
-10	-9	-3	-0.0711%	$29.5	2.7	56.8%	95
-10	-8	6	-0.1549%	$53.0	2.7	63.9%	36
-5	-2	5	-0.1367%	$34.1	2.7	56.9%	72
-9	-8	2	-0.0663%	$40.6	2.7	58.9%	73
-8	-5	8	-0.0591%	$46.4	2.7	56.8%	88
-10	-8	3	0.0434%	$39.1	2.7	57.7%	111
-9	-6	8	-0.1689%	$49.0	2.6	58.6%	29
-8	-5	8	-0.1753%	$51.2	2.6	60.7%	28
-10	-4	9	-0.1139%	$47.1	2.6	56.1%	98
-7	-5	10	-0.0578%	$48.8	2.6	60.5%	86
-10	-8	5	0.1351%	$49.3	2.6	64.7%	34
-10	-8	2	-0.1041%	$43.3	2.6	59.7%	72
-8	-5	9	-0.1059%	$48.0	2.6	61.7%	60
-7	-2	10	-0.2889%	$45.8	2.6	57.1%	35
-10	-9	-1	0.0142%	$35.3	2.6	56.2%	185
-9	-8	8	-0.0411%	$47.2	2.6	56.0%	75
-10	-7	-1	0.1145%	$34.4	2.6	55.4%	92
-8	-2	10	-0.3136%	$42.9	2.6	59.0%	39
-10	-8	6	0.0434%	$42.1	2.6	56.2%	89
-8	-5	-2	0.1170%	$25.0	2.6	61.1%	95
-10	-8	5	0.0832%	$45.6	2.6	59.1%	66
-9	-8	5	-0.1077%	$48.6	2.6	55.3%	38
-10	-6	-2	-0.1270%	$26.1	2.5	56.6%	99
-10	-9	2	0.0916%	$43.2	2.5	61.1%	36
-9	-6	6	0.1213%	$31.5	2.5	57.1%	63
-10	-4	10	-0.1139%	$45.5	2.5	56.1%	98
-10	-9	-2	-0.0711%	$36.1	2.5	56.1%	98
-10	-8	-3	0.0434%	$23.1	2.5	58.9%	141
-10	-7	9	-0.1205%	$51.3	2.5	58.8%	68
-10	-9	3	0.0318%	$39.0	2.5	60.4%	106
-9	-5	-2	0.1580%	$23.4	2.5	55.2%	96
-9	-6	5	-0.0638%	$40.9	2.5	55.8%	95
-7	-6	-3	0.0749%	$20.6	2.5	58.6%	99
-5	-3	6	-0.1803%	$39.9	2.5	55.3%	38
-10	-7	10	-0.1205%	$51.0	2.5	58.8%	68
-10	-9	2	-0.1153%	$48.7	2.5	56.8%	37
-10	-6	-5	0.2047%	$10.6	2.5	59.2%	49
-8	-5	10	-0.1059%	$45.4	2.4	61.7%	60
-9	-7	10	-0.0846%	$45.4	2.4	55.6%	63
-10	-6	-2	-0.0866%	$23.9	2.4	58.7%	143
-10	-7	-1	0.0297%	$29.6	2.4	57.9%	190
-10	-9	1	0.0318%	$35.4	2.4	55.5%	119
-7	-2	9	-0.1748%	$36.2	2.4	59.4%	64
-10	-9	0	0.0318%	$33.1	2.4	58.8%	136
-10	-9	-7	0.0142%	$13.0	2.4	56.6%	182
-7	-2	10	-0.1748%	$36.3	2.4	59.4%	64
-9	-7	9	-0.0846%	$44.1	2.4	55.6%	63
-9	-6	7	-0.0638%	$43.1	2.4	56.8%	88
-9	-7	-2	0.0271%	$24.8	2.4	57.6%	191
-9	-7	-3	0.0271%	$19.3	2.4	55.3%	188
-10	-2	9	-0.3680%	$38.4	2.4	60.5%	38
-7	-6	-2	0.0141%	$22.6	2.4	57.7%	194
-10	-2	10	-0.1228%	$34.3	2.3	57.6%	99
-10	-7	9	-0.0746%	$43.8	2.3	58.0%	88
-10	-2	9	-0.1228%	$33.8	2.3	57.6%	99
-10	-9	-5	0.0558%	$17.8	2.3	56.4%	94
-9	-7	-2	0.0602%	$24.1	2.3	55.6%	144
-10	-9	3	-0.0711%	$41.0	2.3	56.8%	74
-10	-8	8	-0.0621%	$44.8	2.3	55.3%	76
-5	-2	10	-0.1367%	$33.8	2.3	56.2%	73
-10	-8	-2	0.0832%	$24.8	2.3	55.8%	95
-8	-3	8	-0.2351%	$41.1	2.3	55.9%	34
-10	-8	2	0.1351%	$36.1	2.3	56.4%	39
-10	-7	10	-0.0746%	$43.1	2.3	58.0%	88
-10	-2	10	-0.3680%	$36.6	2.3	60.5%	38
-9	-7	8	-0.0487%	$42.6	2.3	55.3%	76
-9	-6	7	-0.1007%	$45.6	2.3	58.7%	63
-8	-6	-2	0.0261%	$20.8	2.3	55.7%	185
-7	-4	-2	0.0825%	$17.7	2.3	55.4%	148
-10	-9	-8	-0.1153%	$12.7	2.3	57.8%	45
-10	-4	-3	0.1839%	$10.7	2.2	56.2%	96
-10	-9	6	0.0142%	$37.3	2.2	56.0%	116
-10	-9	5	0.0558%	$39.0	2.2	60.0%	65
-7	-3	2	0.1560%	$23.5	2.2	61.3%	75
-10	-9	-4	0.0318%	$19.8	2.2	55.1%	138
-10	-9	3	0.0558%	$36.0	2.2	60.8%	74
-10	-2	9	-0.2216%	$33.2	2.2	57.7%	71
-10	-6	4	-0.0866%	$35.5	2.2	56.7%	104
-8	-3	2	0.2971%	$27.5	2.2	56.4%	39
-10	-8	-5	0.0434%	$14.8	2.2	59.0%	139
-5	-2	9	-0.1367%	$32.3	2.2	56.2%	73
-10	-9	8	0.0916%	$46.6	2.2	59.4%	32
-10	-6	5	-0.1938%	$42.1	2.2	56.4%	39
-9	-7	9	-0.1384%	$44.8	2.2	58.8%	34
-10	-2	10	-0.2216%	$32.7	2.2	57.7%	71
-9	-7	10	-0.1384%	$45.2	2.2	58.8%	34
-10	-6	-2	-0.1938%	$22.3	2.2	58.0%	50
-10	-2	2	0.4155%	$18.2	2.1	56.1%	41
-10	-6	-5	0.0724%	$8.3	2.1	56.9%	144
-9	-2	9	-0.1933%	$34.1	2.1	58.0%	69
-8	-4	9	-0.0729%	$40.6	2.1	56.7%	90
-9	-7	-2	0.0993%	$22.3	2.1	55.8%	95
-7	-5	2	0.1618%	$30.6	2.1	63.9%	36
-8	-7	9	-0.0637%	$35.0	2.1	60.3%	58
-9	-7	-1	0.0271%	$26.5	2.1	58.7%	184
-8	-2	7	-0.3136%	$37.5	2.1	62.2%	37
-10	-8	1	-0.1041%	$33.8	2.1	61.7%	81
-10	-6	8	0.0343%	$30.1	2.1	57.0%	121
-9	-2	10	-0.1933%	$33.6	2.1	58.0%	69
-9	-8	6	-0.0663%	$36.6	2.1	56.1%	57
-8	-4	-2	0.0502%	$16.0	2.1	55.4%	193
-10	-8	6	-0.1041%	$40.1	2.1	56.9%	65
-10	-9	4	0.0558%	$34.3	2.1	58.1%	74
-10	-5	-2	0.2483%	$21.4	2.1	62.7%	51
-9	-6	-2	-0.1007%	$20.2	2.1	57.6%	99
-10	-7	0	-0.1815%	$27.3	2.1	60.9%	46
-10	-4	-3	0.2705%	$10.9	2.1	58.0%	50
-7	-5	2	-0.1485%	$36.4	2.1	60.5%	38
-10	-2	7	-0.2216%	$29.7	2.1	55.8%	77
-9	-7	-1	0.0602%	$25.7	2.0	56.6%	136
-8	-4	10	-0.0729%	$39.1	2.0	56.7%	90
-7	-5	1	0.1618%	$31.3	2.0	57.1%	42
-10	-9	3	0.0142%	$31.5	2.0	57.1%	140
-9	-7	-2	-0.1384%	$22.4	2.0	57.1%	49

QBZ#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-9	-7	0.1012%	$26.2	5.2	61.6%	73
-10	-7	-3	-0.1654%	$27.2	4.0	56.6%	76
-9	-8	-3	-0.0963%	$31.7	4.0	61.3%	75
-10	-9	-4	0.1012%	$29.3	3.6	59.5%	74
-10	-9	-7	0.0639%	$17.0	3.5	55.9%	145
-5	-4	8	-0.1271%	$44.4	3.4	56.1%	66
-10	-8	-3	-0.1401%	$25.1	3.4	56.6%	76
-10	-7	8	-0.1654%	$50.9	3.3	61.5%	65
-9	-8	-4	-0.0963%	$24.1	3.3	57.3%	75
-5	-2	8	-0.2202%	$32.9	3.0	55.6%	72
-5	-4	5	-0.1271%	$37.2	3.0	56.9%	72
-10	-7	-5	0.1908%	$20.1	3.0	56.6%	76
-10	-9	-3	0.0639%	$23.9	2.9	56.0%	150
-10	-8	8	0.1426%	$38.8	2.7	63.8%	69
-10	-8	-4	-0.1401%	$15.7	2.5	55.3%	76
-5	-4	4	-0.1271%	$31.4	2.5	56.8%	74
-5	-2	10	-0.2202%	$29.1	2.5	55.1%	69
-9	-8	6	-0.0963%	$38.4	2.4	55.1%	69
-9	-8	-5	0.0565%	$17.7	2.4	57.3%	150
-10	-9	8	-0.0394%	$33.2	2.3	58.6%	191
-10	-9	4	-0.0394%	$30.2	2.3	56.2%	208
-9	-8	-6	0.0565%	$13.9	2.3	55.1%	147
-9	-8	8	0.1001%	$31.7	2.1	58.6%	70
-10	-8	-2	0.0485%	$21.5	2.1	55.1%	227
-10	-9	6	-0.0394%	$28.7	2.1	55.4%	202
-10	-9	5	-0.0394%	$28.2	2.1	55.8%	199
-10	-8	-5	0.0832%	$13.4	2.1	56.3%	151
-10	-8	6	-0.1401%	$30.6	2.1	55.9%	68
-9	-3	-2	0.2704%	$10.9	2.1	55.8%	77
-10	-8	8	0.0832%	$29.5	2.0	60.9%	138
-9	-7	8	-0.1286%	$29.2	2.0	56.5%	62

QCL#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-8	-3	-0.0945%	$39.7	5.1	61.5%	78
-9	-8	-4	-0.0945%	$30.8	4.9	55.1%	78
-8	-4	-2	0.1232%	$27.5	4.7	60.3%	156
-9	-8	10	-0.0945%	$71.2	4.4	57.7%	78
-9	-8	8	-0.0945%	$68.2	4.4	56.4%	78
-10	-4	-2	0.0905%	$24.2	4.2	60.9%	233
-10	-4	-2	0.0401%	$24.0	4.2	60.1%	311
-9	-4	-2	0.1356%	$25.4	4.1	62.8%	156
-9	-4	-2	0.0447%	$22.7	4.1	60.8%	311
-9	-8	9	-0.0945%	$62.6	4.0	57.7%	78
-9	-4	-2	0.0877%	$22.3	3.9	60.5%	233
-9	-4	-1	0.0877%	$31.2	3.8	61.8%	233
-9	-4	-1	0.0447%	$29.1	3.7	61.4%	311
-8	-4	-1	0.1232%	$28.3	3.5	64.7%	156
-10	-4	-1	0.0401%	$30.7	3.5	62.7%	311
-10	-4	-2	0.1624%	$20.9	3.4	59.0%	156
-10	-4	-1	0.0905%	$28.3	3.2	63.5%	233
-10	-4	-1	0.1624%	$26.5	3.1	62.8%	156
-8	-4	-2	0.0336%	$17.7	3.1	58.8%	311
-9	-4	-2	0.2246%	$20.8	3.0	59.0%	78
-10	-8	-2	0.0487%	$25.8	2.9	62.7%	233
-9	-4	-1	0.1356%	$25.8	2.9	61.5%	156
-9	-6	-1	0.0969%	$29.1	2.9	58.3%	156
-8	-4	-2	0.0681%	$17.5	2.9	60.1%	233
-10	-2	-1	0.3579%	$17.7	2.8	61.5%	78
-8	-4	-2	0.2044%	$17.6	2.8	60.3%	78
-10	-6	-2	0.0750%	$20.4	2.8	59.2%	233
-10	-6	-1	0.0750%	$27.2	2.7	58.4%	233
-10	-8	-1	0.0487%	$31.9	2.7	59.7%	233
-8	-3	-2	0.0510%	$11.9	2.6	58.2%	311
-9	-7	-3	-0.0776%	$17.6	2.6	55.1%	156
-7	-4	-2	0.0610%	$16.1	2.6	61.8%	233
-10	-3	-2	0.0545%	$11.8	2.6	57.2%	311
-10	-8	-1	0.0215%	$28.0	2.5	57.6%	311
-7	-4	-1	0.0997%	$20.6	2.5	60.3%	156
-10	-3	-2	0.1211%	$12.1	2.5	56.7%	233
-8	-4	-1	0.0336%	$20.3	2.5	60.1%	311
-9	-3	-2	0.1697%	$12.4	2.5	59.0%	156
-10	-6	-1	0.1178%	$25.4	2.5	56.4%	156
-9	-6	-1	0.0600%	$23.6	2.5	58.4%	233
-10	-8	-2	0.0215%	$21.0	2.5	60.1%	311
-10	-6	-1	0.0340%	$24.0	2.4	57.6%	311
-10	-4	0	0.0401%	$21.6	2.4	55.6%	311
-9	-7	-1	0.0537%	$25.5	2.4	57.5%	233
-10	-9	-5	0.1012%	$16.8	2.4	59.0%	78
-8	-3	-1	0.2548%	$17.7	2.3	56.4%	78
-10	-5	-2	0.0917%	$17.6	2.3	55.8%	233
-6	-4	-2	0.0526%	$15.2	2.3	58.4%	233
-10	-9	-2	0.0633%	$22.7	2.3	55.1%	156
-10	-3	-1	0.1211%	$17.8	2.3	55.8%	233
-9	-8	-7	0.0968%	$8.5	2.3	57.7%	78
-10	-3	-2	0.1922%	$11.5	2.3	57.7%	156
-9	-6	-2	0.0969%	$16.7	2.3	57.7%	156
-10	-5	-2	0.0460%	$16.2	2.3	55.6%	311
-7	-4	-2	0.0997%	$14.7	2.3	60.3%	156
-9	-6	-1	0.1684%	$22.9	2.2	55.1%	78
-10	-4	-1	0.2578%	$21.8	2.2	65.4%	78
-8	-4	-1	0.0681%	$17.9	2.2	60.5%	233
-8	-4	-1	0.2044%	$19.6	2.2	61.5%	78
-9	-4	-1	0.2246%	$21.3	2.2	62.8%	78
-9	-4	-3	0.0447%	$7.7	2.2	56.6%	311
-9	-7	10	-0.1249%	$34.1	2.2	55.1%	78
-7	-3	-2	0.0493%	$10.0	2.2	57.2%	311
-10	-8	0	0.0487%	$26.4	2.2	58.8%	233
-9	-6	-1	0.0316%	$19.9	2.2	56.9%	311
-8	-6	-1	0.0492%	$20.2	2.2	55.8%	233
-10	-8	0	0.0215%	$24.0	2.2	57.6%	311
-9	-5	-1	0.2008%	$22.9	2.1	57.7%	78
-7	-3	-2	0.0861%	$10.1	2.1	58.8%	233
-10	-6	0	0.0750%	$21.3	2.1	56.2%	233
-10	-5	-1	0.0917%	$21.9	2.1	57.1%	233
-9	-3	-2	0.0652%	$9.8	2.1	57.6%	311
-9	-3	-1	0.1081%	$15.5	2.1	55.8%	233
-10	-7	-1	0.0353%	$21.8	2.1	56.9%	311
-10	-6	-2	0.0340%	$15.9	2.1	58.2%	311
-10	-6	0	0.0340%	$20.8	2.1	56.3%	311
-9	-3	-2	0.1081%	$9.8	2.1	57.9%	233
-8	-3	-2	0.2548%	$10.4	2.1	59.0%	78
-10	-8	2	0.0487%	$25.6	2.0	59.2%	233
-10	-8	-1	0.0881%	$26.5	2.0	58.3%	156
-6	-4	-3	0.0877%	$8.1	2.0	55.1%	156
-10	-8	3	0.0487%	$26.0	2.0	60.1%	233
-9	-7	0	0.0537%	$21.5	2.0	56.7%	233
-9	-8	-2	0.0326%	$17.7	2.0	59.7%	233
-10	-7	-1	0.1774%	$27.9	2.0	55.1%	78
-10	-3	-1	0.0545%	$15.0	2.0	57.6%	311
-10	-8	3	0.0881%	$28.1	2.0	60.9%	156
-10	-4	-3	0.0905%	$7.2	2.0	57.1%	233

QGC#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-3	-1	-0.0706%	$41.2	4.9	62.2%	82
-10	-6	-1	-0.0560%	$51.5	4.1	57.3%	82
-10	-8	-1	-0.0416%	$56.6	3.9	58.5%	82
-10	-8	-2	-0.0227%	$36.9	3.9	59.8%	164
-10	-8	-2	-0.0416%	$47.9	3.8	61.0%	82
-10	-8	0	-0.0416%	$50.2	3.8	59.8%	82
-9	-3	-1	-0.0655%	$32.2	3.7	57.3%	82
-8	-4	-1	-0.0534%	$42.9	3.6	56.1%	82
-10	-8	4	-0.0416%	$48.9	3.5	58.5%	82
-10	-8	-4	-0.0227%	$26.8	3.5	59.1%	164
-7	-5	-1	-0.0376%	$37.9	3.4	57.3%	82
-7	-5	4	-0.0376%	$43.8	3.3	56.1%	82
-8	-3	-1	-0.0533%	$27.9	3.2	56.1%	82
-10	-8	5	-0.0416%	$49.9	3.2	58.5%	82
-7	-5	2	-0.0376%	$40.9	3.1	56.1%	82
-10	-8	-3	-0.0227%	$23.5	3.1	60.4%	164
-10	-8	-4	-0.0416%	$31.2	3.0	56.1%	82
-10	-7	-1	-0.0478%	$31.1	3.0	56.1%	82
-10	-3	0	-0.0706%	$27.4	2.9	56.1%	82
-10	-5	-1	-0.0610%	$27.4	2.9	56.1%	82
-3	-2	8	0.0260%	$35.0	2.8	67.1%	82
-10	-8	-2	-0.0149%	$22.8	2.8	56.9%	246
-7	-3	-1	-0.0538%	$26.5	2.8	56.1%	82
-10	-8	4	-0.0227%	$31.3	2.7	55.5%	164
-3	-2	9	0.0260%	$34.1	2.6	63.4%	82
-10	-8	-3	-0.0416%	$21.2	2.2	58.5%	82
-10	-8	7	-0.0416%	$36.8	2.2	56.1%	82
-10	-8	6	-0.0416%	$32.0	2.0	56.1%	82

QHG#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-6	10	-0.0711%	$23.3	2.6	55.4%	83

QHO#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-8	8	0.1294%	$53.6	3.2	57.7%	78
-9	-4	-2	0.2223%	$23.9	3.0	63.7%	80
-10	-8	7	0.0784%	$44.6	2.9	58.4%	154
-10	-8	8	0.0784%	$44.2	2.9	56.3%	151
-10	-8	-2	0.0242%	$30.3	2.9	56.1%	319
-9	-8	-2	0.0168%	$29.6	2.8	56.7%	319
-10	-8	-3	0.0784%	$28.0	2.8	56.9%	160
-10	-8	-3	0.0443%	$25.4	2.8	57.5%	240
-10	-8	-2	0.0443%	$30.0	2.7	55.8%	240
-10	-8	7	0.1294%	$45.7	2.7	58.4%	77
-8	-4	-2	0.1740%	$20.2	2.7	59.3%	81
-10	-8	9	0.0784%	$42.0	2.6	57.3%	150
-10	-8	5	0.0784%	$39.4	2.6	57.4%	155
-10	-8	4	0.1294%	$45.6	2.6	60.8%	79
-10	-8	4	0.0784%	$38.0	2.5	58.3%	156
-10	-8	-3	0.0242%	$21.9	2.5	57.7%	319
-10	-8	3	0.0784%	$36.9	2.5	59.9%	157
-9	-6	9	0.1617%	$36.5	2.5	59.2%	76
-9	-6	8	0.1617%	$35.4	2.5	56.0%	75
-9	-8	-3	0.0168%	$21.4	2.4	56.7%	319
-10	-9	-2	0.0561%	$28.6	2.4	55.3%	159
-10	-8	3	0.0443%	$33.1	2.4	59.1%	237
-10	-8	6	0.0784%	$35.7	2.4	58.1%	155
-10	-8	-5	0.0784%	$21.2	2.4	59.4%	160
-10	-8	5	0.1294%	$42.3	2.4	59.2%	76
-9	-8	-5	0.0168%	$16.6	2.4	58.4%	317
-10	-8	9	0.1294%	$41.8	2.4	58.7%	75
-10	-8	-1	0.0443%	$30.8	2.3	59.2%	240
-10	-8	-5	0.0443%	$18.0	2.3	60.4%	240
-10	-8	7	0.0443%	$33.2	2.3	57.1%	233
-9	-6	7	0.1617%	$34.2	2.3	60.0%	75
-10	-8	2	0.0784%	$33.7	2.3	55.8%	154
-10	-8	10	0.0784%	$35.5	2.3	56.0%	150
-9	-7	-2	0.0521%	$21.7	2.2	55.0%	238
-10	-8	6	0.1294%	$37.4	2.2	59.0%	78
-10	-4	-2	0.1007%	$16.2	2.2	57.9%	240
-10	-8	1	0.0443%	$29.3	2.2	59.4%	239
-10	-8	5	0.0443%	$31.6	2.2	56.8%	234
-10	-8	4	0.0443%	$30.0	2.2	56.4%	234
-10	-8	-1	0.0242%	$27.6	2.2	58.3%	319
-10	-8	-1	0.0784%	$31.5	2.2	58.8%	160
-10	-6	-2	0.0341%	$19.5	2.2	56.2%	320
-10	-8	1	0.0784%	$30.6	2.1	59.7%	159
-9	-4	-2	0.0487%	$15.0	2.1	55.8%	319
-10	-8	3	0.1294%	$36.4	2.1	61.0%	77
-10	-9	-3	0.0561%	$21.1	2.1	57.2%	159
-10	-8	8	0.0443%	$30.6	2.1	56.1%	228
-8	-4	-3	0.1740%	$10.2	2.1	56.8%	81
-10	-6	-2	0.1102%	$20.8	2.1	59.4%	160
-9	-4	-2	0.1320%	$15.7	2.1	58.1%	160
-10	-6	-1	0.1102%	$25.0	2.1	57.5%	160
-9	-8	-5	0.0347%	$15.7	2.1	56.3%	238
-10	-9	-3	0.0360%	$19.7	2.0	57.7%	239

QNG#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-7	-2	-1	0.2983%	$16.7	4.0	56.2%	80
-4	-2	-1	0.2249%	$18.1	3.8	57.5%	80
-5	-3	-1	-0.1910%	$20.4	3.5	61.3%	80
-5	-3	1	-0.1910%	$19.5	2.9	56.2%	80
-3	-2	-1	0.1880%	$12.9	2.5	57.5%	80
-6	-3	-1	-0.2244%	$14.3	2.2	58.8%	80

QPA#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-4	-3	4	-0.0777%	$47.2	6.3	64.5%	31
-4	-3	7	-0.0777%	$108.2	5.7	75.0%	24
-9	-7	-3	0.1718%	$84.3	5.6	55.8%	52
-8	-7	-5	0.1341%	$99.2	5.5	63.2%	68
-10	-7	-1	0.1886%	$86.8	5.5	61.9%	42
-10	-9	-4	0.0948%	$93.2	5.4	57.9%	38
-9	-7	-5	0.1718%	$84.8	5.2	58.5%	65
-9	-8	-3	0.1074%	$87.2	5.1	56.8%	44
-9	-7	-2	0.0940%	$70.3	5.0	59.4%	96
-9	-7	-4	0.0940%	$68.4	4.9	57.0%	100
-9	-7	-6	0.0940%	$58.5	4.8	61.4%	140
-5	-4	0	-0.1155%	$44.7	4.8	66.7%	30
-9	-8	-4	0.1074%	$78.0	4.5	55.6%	45
-9	-7	-5	0.0940%	$67.4	4.5	58.0%	131
-9	-7	-6	0.1718%	$61.4	4.4	60.0%	70
-9	-7	-6	0.0564%	$46.8	4.3	60.2%	211
-9	-8	-1	0.1074%	$80.2	4.3	57.9%	38
-9	-7	-4	0.1718%	$64.1	4.2	57.7%	52
-4	-3	7	-0.0487%	$56.5	4.1	65.4%	52
-9	-7	-2	0.1718%	$62.0	4.0	57.1%	49
-9	-7	-6	0.0300%	$41.4	3.8	58.9%	280
-9	-8	-4	0.0616%	$54.7	3.8	55.7%	97
-9	-7	-5	0.0564%	$49.7	3.7	57.9%	197
-4	-3	7	-0.0332%	$47.0	3.7	64.4%	73
-4	-3	4	-0.0487%	$23.9	3.7	58.3%	60
-8	-7	-4	0.1341%	$65.2	3.7	56.9%	58
-8	-7	-5	0.0656%	$64.2	3.6	59.7%	134
-9	-7	-5	0.0300%	$47.0	3.6	56.5%	255
-9	-7	-2	0.0564%	$46.5	3.5	58.3%	144
-10	-7	-4	0.1886%	$50.4	3.5	56.9%	51
-9	-7	-4	0.0564%	$44.0	3.5	55.8%	154
-9	-7	-1	0.1718%	$65.9	3.4	55.3%	47
-6	-3	-2	-0.1797%	$24.4	3.2	55.8%	43
-8	-7	-6	0.1341%	$57.1	3.1	60.0%	75
-9	-7	-2	0.0300%	$42.7	3.1	56.0%	191
-8	-7	-1	0.0385%	$45.6	3.0	55.4%	139
-8	-7	-5	0.0385%	$46.5	3.0	57.1%	203
-5	-3	0	-0.1497%	$24.4	2.8	57.7%	26
-4	-3	9	-0.0777%	$46.6	2.8	60.0%	30
-4	-3	9	-0.0332%	$30.9	2.7	58.8%	85
-9	-8	-5	0.0616%	$42.0	2.7	55.4%	121
-4	-3	10	-0.0332%	$31.8	2.6	58.8%	85
-4	-3	6	-0.0777%	$41.0	2.6	61.5%	26
-8	-7	-6	0.0656%	$42.3	2.5	58.7%	150
-4	-3	9	-0.0487%	$31.8	2.5	58.6%	58
-4	-3	10	-0.0777%	$45.8	2.5	63.3%	30
-4	-3	4	-0.0332%	$14.5	2.4	56.5%	92
-10	-9	5	0.0948%	$56.5	2.3	63.6%	22
-8	-7	-6	0.0385%	$33.4	2.3	58.2%	225
-10	-3	7	-0.3136%	$20.0	2.3	55.2%	29
-8	-7	-4	0.0656%	$39.3	2.3	55.0%	109
-5	-3	-2	-0.1497%	$16.6	2.3	56.4%	39
-4	-3	10	-0.0487%	$30.0	2.2	60.3%	58
-10	-7	-5	0.1886%	$46.9	2.1	57.6%	59
-10	-7	-3	0.1886%	$37.2	2.1	56.0%	50

QPL#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-3	-2	10	0.0893%	$60.2	4.3	65.9%	82
-3	-2	9	0.0893%	$62.1	4.3	58.5%	82
-3	-2	8	0.0893%	$51.7	3.8	60.5%	81
-3	-2	5	0.0893%	$43.8	3.7	57.0%	79
-3	-2	7	0.0893%	$47.0	3.6	56.8%	81
-3	-2	6	0.0893%	$45.2	3.5	63.0%	81
-3	-2	3	0.0893%	$36.3	3.5	58.5%	82
-3	-2	10	0.0317%	$31.6	2.5	57.6%	236
-3	-2	9	0.0317%	$30.8	2.4	55.1%	236
-10	-4	-3	0.1430%	$12.3	2.1	59.8%	82

QRB#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-10	-9	-2	0.1049%	$52.1	4.4	62.8%	78
-10	-9	-2	0.0552%	$48.6	4.1	57.7%	156
-10	-9	0	0.1049%	$52.6	3.9	59.0%	78
-10	-9	-1	0.0552%	$52.9	3.9	59.6%	156
-10	-8	8	-0.1411%	$66.0	3.9	60.3%	78
-10	-8	8	0.1373%	$71.0	3.9	59.2%	76
-10	-9	0	0.0552%	$51.6	3.8	57.1%	156
-10	-9	-1	0.1049%	$50.5	3.8	61.5%	78
-10	-8	-4	-0.1411%	$26.9	3.7	61.0%	77
-10	-8	-2	0.0196%	$39.1	3.7	63.8%	312
-8	-4	-2	0.1511%	$29.0	3.6	58.0%	157
-10	-8	10	-0.1411%	$59.7	3.6	60.5%	76
-10	-9	-2	0.0316%	$41.6	3.6	58.5%	234
-10	-9	-1	0.0316%	$47.2	3.6	59.8%	234
-7	-4	-2	0.1267%	$28.9	3.5	60.3%	156
-9	-6	-2	-0.1483%	$37.9	3.5	63.3%	79
-9	-8	8	-0.0916%	$60.0	3.4	57.7%	78
-10	-9	0	0.0316%	$45.2	3.4	55.6%	234
-10	-6	-2	0.0372%	$30.1	3.4	59.3%	312
-10	-8	9	0.1373%	$64.8	3.4	63.0%	73
-9	-4	-2	0.0567%	$25.2	3.4	59.1%	313
-10	-8	7	-0.1411%	$56.1	3.4	56.4%	78
-10	-8	9	-0.1411%	$54.1	3.4	59.2%	76
-9	-8	7	-0.0916%	$54.9	3.3	55.1%	78
-8	-4	-2	0.2156%	$28.1	3.3	59.5%	79
-10	-6	-2	0.1263%	$29.4	3.2	55.8%	156
-10	-8	-7	0.0829%	$13.0	3.2	57.1%	156
-10	-4	-2	0.0967%	$25.0	3.2	58.1%	234
-10	-8	7	0.1373%	$57.7	3.2	58.1%	74
-10	-9	-7	0.1049%	$21.6	3.1	55.1%	78
-8	-4	-2	0.0876%	$24.4	3.1	56.6%	235
-10	-4	-2	0.0516%	$23.3	3.1	58.3%	312
-10	-8	1	-0.1411%	$43.6	3.1	56.4%	78
-10	-4	-2	0.1760%	$25.5	3.1	58.3%	156
-10	-6	-2	0.0765%	$28.4	3.1	56.8%	234
-9	-8	-4	-0.0916%	$25.9	3.1	58.2%	79
-10	-8	-7	0.1373%	$13.1	3.1	56.4%	78
-10	-9	3	0.0316%	$45.2	3.1	60.0%	230
-10	-8	5	0.1373%	$55.7	3.0	61.3%	75
-10	-9	-7	0.0552%	$17.8	3.0	55.8%	156
-10	-3	-2	0.1915%	$19.1	3.0	60.9%	156
-10	-8	-2	0.1373%	$40.3	3.0	60.3%	78
-10	-8	-1	0.0196%	$36.7	3.0	59.3%	312
-10	-8	4	0.1373%	$51.6	3.0	61.3%	75
-10	-8	4	-0.1411%	$43.4	2.9	59.2%	76
-7	-3	-2	0.2348%	$20.2	2.9	61.5%	78
-10	-9	1	0.0552%	$41.3	2.9	56.4%	156
-10	-9	2	0.0552%	$43.5	2.9	58.1%	155
-9	-7	-3	-0.1278%	$26.9	2.9	56.4%	78
-10	-9	3	0.0552%	$43.8	2.9	61.3%	155
-10	-9	5	0.0316%	$44.6	2.9	57.0%	228
-10	-6	-1	0.0372%	$31.9	2.9	59.3%	312
-10	-9	9	0.0316%	$46.8	2.9	56.5%	214
-10	-8	10	0.1373%	$54.4	2.9	61.6%	73
-10	-8	5	-0.1411%	$45.1	2.9	57.7%	78
-10	-9	1	0.0316%	$39.3	2.8	55.6%	234
-10	-7	-2	0.1972%	$32.9	2.8	56.4%	78
-10	-9	4	0.0316%	$43.3	2.8	59.2%	228
-10	-9	6	0.0316%	$43.1	2.8	59.1%	225
-10	-9	5	0.0552%	$46.5	2.8	57.2%	152
-10	-9	7	0.0316%	$43.2	2.8	55.5%	227
-10	-5	7	-0.2205%	$53.9	2.8	58.4%	77
-10	-9	8	0.0316%	$44.5	2.8	55.4%	222
-10	-9	2	0.0316%	$39.5	2.7	56.1%	230
-10	-7	9	0.1972%	$47.9	2.7	57.5%	73
-10	-5	8	-0.2205%	$53.6	2.7	56.4%	78
-10	-9	-1	0.0128%	$34.9	2.7	58.0%	312
-10	-9	6	0.0552%	$44.6	2.7	59.6%	151
-10	-9	-2	0.0128%	$30.5	2.7	57.1%	312
-10	-8	6	0.1373%	$48.0	2.7	56.0%	75
-10	-9	7	0.0552%	$44.2	2.7	58.0%	150
-10	-9	4	0.0552%	$42.5	2.7	59.5%	153
-10	-8	-2	0.0496%	$28.7	2.7	59.8%	234
-10	-8	6	-0.1411%	$41.9	2.7	56.0%	75
-9	-8	3	-0.0916%	$41.8	2.7	57.1%	77
-8	-3	-2	0.0660%	$15.8	2.6	56.9%	313
-10	-6	-1	0.0765%	$30.2	2.6	57.7%	234
-8	-3	-2	0.1065%	$16.1	2.6	58.3%	235
-10	-9	5	0.1049%	$40.1	2.6	59.0%	78
-10	-7	8	0.1972%	$43.9	2.6	58.4%	77
-10	-9	10	0.0316%	$42.0	2.6	55.1%	214
-10	-5	9	-0.2205%	$50.0	2.6	56.0%	75
-10	-9	-5	0.1049%	$23.2	2.6	55.1%	78
-10	-8	-2	0.0829%	$30.2	2.6	60.3%	156
-10	-9	4	0.1049%	$38.4	2.6	61.0%	77
-10	-7	-2	0.0327%	$25.2	2.5	57.9%	311
-10	-9	1	0.1049%	$34.2	2.5	56.4%	78
-10	-9	8	0.0552%	$43.6	2.5	56.1%	148
-10	-7	-1	0.0327%	$29.4	2.5	58.5%	311
-9	-8	8	-0.0573%	$38.4	2.5	57.6%	151
-10	-6	-1	0.1263%	$28.2	2.5	56.4%	156
-9	-8	-2	0.0375%	$28.1	2.5	58.7%	235
-10	-7	-3	0.1972%	$22.9	2.5	57.7%	78
-9	-4	-2	0.1603%	$20.2	2.5	55.4%	157
-10	-9	-5	0.0552%	$20.3	2.4	55.1%	156
-10	-4	-1	0.0967%	$25.3	2.4	55.1%	234
-7	-6	-1	0.1166%	$29.1	2.4	56.4%	78
-10	-3	-2	0.1294%	$15.0	2.4	58.1%	234
-10	-8	3	-0.1411%	$37.4	2.4	55.1%	78
-10	-9	3	0.1049%	$35.3	2.4	62.8%	78
-10	-8	3	0.1373%	$39.8	2.4	61.5%	78
-10	-7	-2	0.0694%	$24.9	2.4	55.8%	233
-9	-7	-4	-0.1278%	$18.9	2.4	56.4%	78
-10	-5	10	-0.2205%	$46.6	2.4	58.7%	75
-10	-8	0	0.1373%	$36.7	2.4	57.7%	78
-10	-9	6	0.1049%	$36.6	2.4	61.0%	77
-8	-3	-2	0.1684%	$16.0	2.4	57.3%	157
-9	-6	-2	0.0406%	$21.8	2.3	59.1%	313
-10	-9	2	0.1049%	$33.2	2.3	60.3%	78
-9	-6	-2	0.0724%	$21.9	2.3	56.2%	235
-7	-4	-2	0.0796%	$17.7	2.3	56.8%	234
-10	-8	-3	0.0829%	$22.9	2.3	59.0%	156
-10	-7	4	0.1972%	$38.8	2.3	61.3%	75
-10	-8	-1	0.0496%	$29.2	2.3	57.3%	234
-10	-6	-2	0.2129%	$22.0	2.3	55.1%	78
-9	-3	-2	0.2830%	$15.9	2.3	57.0%	79
-10	-9	-4	0.0552%	$20.7	2.3	55.8%	156
-10	-8	-3	0.0196%	$20.6	2.3	59.0%	312
-9	-8	7	-0.0573%	$33.7	2.3	56.2%	153
-9	-8	-2	0.0615%	$27.5	2.2	58.6%	157
-10	-8	-1	0.0829%	$30.8	2.2	57.7%	156
-9	-4	-2	0.2473%	$20.9	2.2	57.0%	79
-7	-6	-2	0.0406%	$20.4	2.2	57.7%	234
-10	-8	-5	0.0829%	$17.8	2.2	58.3%	156
-9	-5	-2	0.0511%	$18.8	2.2	55.6%	313
-10	-7	-2	0.1156%	$23.4	2.2	55.1%	156
-7	-4	-2	0.2013%	$20.1	2.2	59.0%	78
-10	-9	-4	-0.1034%	$19.7	2.2	55.8%	77
-10	-8	0	0.0196%	$27.7	2.2	58.0%	312
-10	-7	5	0.1972%	$36.8	2.2	57.9%	76
-9	-7	-2	0.0366%	$21.9	2.2	57.1%	312
-10	-7	6	0.1972%	$35.9	2.2	55.4%	74
-10	-7	10	0.1972%	$38.0	2.2	57.5%	73
-10	-8	1	0.1373%	$32.4	2.2	56.4%	78
-10	-7	3	0.1972%	$33.4	2.2	55.1%	78
-9	-8	-2	0.0192%	$23.2	2.2	56.9%	313
-10	-5	-2	0.1534%	$20.5	2.2	58.3%	156
-10	-9	9	0.1049%	$35.5	2.2	56.0%	75
-10	-9	-5	0.0316%	$16.9	2.1	56.0%	234
-8	-3	-2	0.2716%	$15.0	2.1	57.0%	79
-10	-8	2	0.1373%	$34.4	2.1	57.1%	77
-10	-7	-1	0.0694%	$25.9	2.1	56.7%	233
-6	-3	-2	0.0940%	$12.6	2.1	57.0%	235
-10	-3	-2	0.0685%	$12.6	2.1	57.1%	312
-10	-4	-1	0.0516%	$20.8	2.1	55.1%	312
-10	-4	-2	0.2670%	$20.0	2.1	59.0%	78
-8	-6	-2	0.0585%	$19.1	2.1	56.2%	235
-8	-6	-1	0.0942%	$22.8	2.1	58.0%	157
-9	-7	-1	0.0642%	$25.2	2.0	58.1%	234
-10	-5	6	-0.2205%	$36.8	2.0	55.3%	76

QSI#

Momentum Entry	Momentum Exit	PnL Exit	Threshold	Avg Pnl	Sharpe	Win %	Count Trades
-9	-2	0	-0.1219%	$50.6	5.0	56.1%	82
-9	-2	1	-0.1219%	$43.6	4.0	57.3%	82
-10	-2	2	-0.1312%	$37.3	2.7	55.4%	83
-9	-8	3	-0.0415%	$47.5	2.6	56.8%	81
-9	-8	0	-0.0415%	$40.7	2.3	58.0%	81
-9	-8	1	-0.0415%	$37.3	2.2	60.5%	81
-9	-8	4	-0.0415%	$37.3	2.1	58.0%	81
-5	-3	10	0.0699%	$31.6	2.1	55.4%	83

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